Assuming you are talking about a Four-wheel drive vehicle, there are a few different ways to turn the 4WD lock off. The first way is to simply turn the knob or switch that is labeled 4WD Lock to the off position. This will disengage the locking mechanism and allow you to use your four-wheel drive as normal.
Another way to turn off the 4WD lock is to put the vehicle in neutral and then shift into either 2WD or 4WD (depending on which one you want). You should hear and feel a click when the locking mechanism disengages. Once you're in 2WD or 4WD, you can then proceed as usual.
If neither of these methods work, then it's possible that there is an issue with your 4wd system and it will need to be checked by a professional.