Oh boy, if you're in snow country you're an accident just waiting to happen. And how could you test it before buying it if you don't know how to put it in 4wd? Why didn't you ask the seller? You don't even know if it works,and on a vehicle that old it might not work at all if either abused or improperly maintained. All I can say is epic fvcking fail. Old Dakotas with the electronic 4wd system are notoriously problematic.
The directions should be on the drivers visor, unless it has worn off. In any case, you should really get a copy of the owners manual. In that year it's shift-on-the-fly up to about 40-45 mph in the Hi range, and about 5 mph in thr Lo range, if I remember correctly. I wouldn't trust doing it at higher speeds though, not in an old rig unless you've been completely thru the system, When in doubt, come to a full stop, then shift into or out of 4wd.
I don't think you've got the floor shifter. What you do is shift the front differential into Hi Lock (high range) or Lo Lock (low range) with the knob on the dash. I'd test shifting in and out of 4wdt first when in park, then again at 5 mph or less in low Lo range, then in increasingly faster speeds In the Hi range. The lights should come on steady. By the way, the front driveline spins all the time in both 2wd and 4wd, so if you need to tow it, press the little lock button and then turn the control to neutral to disengage the front differential.
Good luck. You'll need it. And don't believe you're invincible in snow. More inexperienced 4wd drivers get into accidents than 2wd drivers. Be cautious until you learn the ropes.