When I engage in 4 wheel drive high by turning button I thought I would see a light or some sort of message on my cluster saying I was in 4 wheel drive. I do not see anything. Is this normal?

 

If you have the 1500 it's normal, I think the 2500 has something in the
cluster that lights up.
I have an 09, 1500 and the only thing that lights up is a small little
dot above the 4X4 switch. It will light up 2X2, Auto, 4X4 or 4low,
depending on what you are in.
I wish they had something that would light up on the cluster.