You don't have locking/unlocking hubs. Pop off your hub caps and you'll find a big nut, just like a front wheel drive car. It is called a live front end. The only disconnect point in the transfer case. When you're in 2WD, your front axle and drive shaft will still spin. This is completely normal and by design.
2001 was the last year of the center axle disconnect on the Dana 60 front ends. 2002 trucks (most of em) have live Dana 60 fronts, and 2003 and newer trucks have live AAM front ends.
You might have an electric shifting transfer case, but there are no actuating hubs on these Dodge trucks
-Chuck