You may lock or unlock the front hubs any time you wish, all that happens is that the brake rotor (attached to the wheel) is 'locked' to the drive axle.
Makes no difference is the transfer case is in 2H, 4H or 4 Lo, the hubs can be locked or unlocked at any time, however, for 4 wheel drive you will need to lock the front hubs.
Ford used to recommend that the hubs be locked and vehicle driven a few miles periodically to lubricate 4WD components if 4WD is not used often
Makes no difference is the transfer case is in 2H, 4H or 4 Lo, the hubs can be locked or unlocked at any time, however, for 4 wheel drive you will need to lock the front hubs.
Ford used to recommend that the hubs be locked and vehicle driven a few miles periodically to lubricate 4WD components if 4WD is not used often