Welcome to TBN! Sorry to hear your tractor is broke. I think you're going to have to jack all four tires up off the floor, and block it up safely so it won't fall off. Crank it up, engage the 4x4, put it in low gear, and ease the clutch out. See if you can tell if the driveshaft to the front axle is turning. If it is not rotating, then the problem is likely inside the transmission, or maybe with the output shaft where the front driveshaft attaches too. It could also be a problem with the shift linkage, but you said it feels like it is engaging smoothly so that may rule that out.
If the entire front drive shaft is rotating, then the problem is likely with the input (pinion) shaft, ring and pinion gears, the open differential, or in the gear drives on each end of the axle. At that point, you will need to start taking things apart to determine where the problem is at. Good luck!