The front diff has an electromagnet on the back.  When you hit the switch, the electromagnet is supplied with 12V and connects the rear input of the front diff to the rest of the diff.    Not common for a front diff to fail without making a lot of racket while moving, so much more likely it's stripped splines on the front driveshaft.  If your front driveshaft is good, we'll try jumping 12V to the front diff actuator next.   It's very quiet when actuated, just a faint click, and IIRC the engine has to be running to put it in 4wd, so not something you'd hear with the engine running.

Ok, I'll look at it. If the splines aren't stripped then I guess the motor might be bad. I don't know how common that is. Should i be able to hear it engage? Thanks

Welcome aboard!   I'm better with the newer utility engines, but I'll be @shadetree can help you out.

I made fun of those electric chainsaws but my FIL has a Stihl and that thing cuts great.   I was really surprised!

My guess?  Your machine is the same as the basketcase I bought; sunk, engine filled with grit, and prematurely wore out the engine.   If it's smoking top end is likely done.  If you want the thing to be right/ plan on keeping it, I'd pull it, tear it down, CLEAN CLEAN CLEAN, and then reassemble.     The one I bought had 2K miles on it, but had already had at least one top end rebuild (had an aftermarket oversized piston installed) so no way it wasn't sunk at some point.  That's likely why your front plastics were missing.....to hide the snorkel hole.   Get a new timing chain, new OEM tensioner (get rid of that aftermarket tensioner!) and have the cylinder bored to an ovesized new piston.   I see these around here with 10K miles on them on a regular basis that have never had engine work.   Once you sink them you have to tear down and clean out or you just keep throwing new parts at it.