They will usually have a viscous coupling in the transfer case that allows some slipping of the drive train when on dry pavement. You can literally feel the vehicle searching for traction at one of the tires. It is a kind of a surge effect that rotates from wheel to wheel. With part-time 4WD, you will have to shift into 4WD mode to have the advantage of the front axle traction. Be careful doing this, as the sudden gain in traction and the sudden torsional force to the front axle could cause a slide or spin losing control.
Tires are another mitigating factor in traction on wintry pavement.
I like using the BFGoodrich Radial All-Terrain tires in snow conditions. They have a lot of siping and offer very good control. Studs in tires are a good idea, but must be used carefully. Although forward traction is usually good, if in a slide, the steel will allow for less resistance to stopping than bare rubber. Also when starting out, the tires with studs are more likely to spin, causing lost traction.