initial thoughts is , its the nut behind the wheel
but in case your a genuine newby
the little lever does two things..... moves front to back to change from hi to low speeds with neutral in between , if its in nutral you got no drive same as with nutral on the main gear lever.
movin the little lever sideways engages diff lock on the centre differential , when its locked both propshafts front and back from the transfer box to the axles turn together
are you saying that you only get drive with the difflock locked?
ifso it means something is broke in one of the axles.... stick it in first gear low with the difflock dissengaged....engine running if it dont drive forward get out and peer underneath at the propshafts... the one to the broken axle should be turning, cos the unlocked centre diff sends all the drive to the propshaft that turns easyest.
in the broken axle your lookin at diff, halfshaft or cv joint in front axle