On the center console there is a round switch that is used to select the transmission/engine response modes: Snow, Eco etc. In the center of this switch is button if illuminated means that you have opted to have the AWD engaged at all times. However my understanding from watching videos linked below that the AWD disengages at highway speeds.
The videos can be scrolled from the right to the left.
This is not a button to engage or disengage AWD. This is for the center differential LOCK. It should not be used on paved, dry surfaces. It does disengage at speeds above something like 25mph.
What this button does essentially is force 25% power at each wheel, locking them all together so they move at the same speed. On dry pavement, it's very normal while cornering for tires to move at different speeds...so it might damage your differential if you use this too much on the road. At the least it'll make cornering jerky, tires chirping/squealing. It's meant for dirt, mud, snow, sand, etc. and I'm sure it's great for slippery surfaces.
The AWD system changes the power distribution automatically based on the driving condition. Unless you're off-road or in snowy conditions...I don't see a reason to use the AWD lock, especially on dry pavement.
There are modes in the cluster to see the realtime AWD power distribution while driving. Use some different driving modes and see how it changes. ECO should be FWD biased.