A couple questions for you guys, any responses and answers will be GREATLY appreciated!

I drive a '94 Chevy ZR2 pickup.. but at the moment my 4wd is not working.

The indicator lights used to work, but the front tires never engaged...
Now, neither the lights turn on, nor the tires engage. What could be the possible problems I have? Transfer case? Fuses?

And a simple question about my tires..
Winter is on the way, and I've never driven in snow on mud tires before. How good/bad are they in the snow? I have 31" Mastercrafts on my ZR2 right now, wondering if I should get some all-terrain tires or keep at it with the muds.

Thanks in advance.