1995 GMC Jimmy ABS

Which switch? There is one on the dash if you have the electronic 4X4. That one controls a module behind the kick panel on the passenger side. That unit controls the encoder motor on the transfer case.
When you shift into 4X4 it moves a lever in the transfer case which moves a vacuum switch on the transfer case which applies vacuum to the front axle actuator unit.
If your 4X4 isn't functioning you need to check all of those components.