Those new to 4x4s may be confused by that extra gearstick (called the transfer lever) down by your left knee.
This controls the four wheel drive system which in the MK2 and later ('92 onwards) Pajero is called Super Select and offers four different driving modes,
each of them tailored to cope with specific driving conditions.
The two main settings for everyday use are:
2H (2WD high range)Rear wheel drive for comfortable road use and maximum economy.
4H (4WD high range)Full time four wheel drive for towing, slippery road conditions & off road driving.
You can switch between these at up to 100 kph by lifting off the throttle and pushing the short gearstick straight forward or back.
After returning to 2WD I suggest reversing a few car lengths.
I use 4H whenever the roads get slippy (especially driving a V6), and always for off-road driving.
(I reckon you'd be daft to drive a 4x4 and have an accident or get stuck because you were still in 2WD)

Regular use also keeps the system working sweetly.
Be aware that the car will handle differently in 4WD and that
proper training is essential for safe off road driving.
Caution is the key here - Going forwards is relatively easy but steering and stopping are not !
The next 2 modes are specific to off road use/
They both lock the centre differential forcing front and rear axles to rotate at the same speed for maximum traction.
4HLc (4WD high range with locked centre differential)This mode distributes power equally to front and rear wheels (for slippery off-road conditions only)
4LLc (4WD low range with locked centre differential)As above but ideal for low-speed driving under severe off-road conditions.
This drive mode maximizes power for climbing steep inclines and ensures safe and controlled descents under engine braking.
It also best overcomes the additional drag of deep water.
Shifting into these from 4WD involves stopping the car, engaging Neutral, and pushing the short gear lever forward, right, forward (and down for 4LLC).
They should never be used on dry tarmac.
Finally a warning ...
OFF-ROAD DRIVING IS POTENTIALLY DANGEROUS AND SHOULD NOT BE ATTEMPTED ALONE OR WITHOUT TRAINING! There is a wealth of information available here and local members only too happy to help you get started safely.