when can you use 4x4

HI

This is no doubt a proper stupid question. With winter nearly upon us, when can you use 4x4 on the road? IS it a case of it only goes on when you get stuck in snow or ice?

Only when there is a traction issue. Definitely not on tarmac in normal conditions mate

thought so, hopefully we won't have such a cold winter this year. But apparently it's meant to be much colder than the one we've just had

There's no Diff between front and back axles so you should only use it on any thing that is slippy and gravel etc. or you are in for some expense and if you can't fix it yourself or with help from FOG you are in for a BIG expense.
I'm a farmer and went all over the farm in mine in two wheel no probs. The only time I really felt I needed four wheel I just moved the lever and went where I shouldn't have and got stuck.
Now I know it's limits and how to get a hoplessly mired Frontera out of a bog with only a 500cc 4x4 quad.

Uhm, not quite... You can use 4WD long before that, but there are things to remember.
Grab a cuppa, and have a read of this :http://www.fronteraowners.co.uk/wiki/index.php/4WD_FAQ/Guide. The main point is that we don't have a centre diff, so equal power is sent to both axles; when you steer the front wheels need to be able to slip slightly, and if you have good grip (ie, on tarmac, dry ground, etc) this can't happen, the drive train will "wind-up" and you'll either not be able to go any further, or more likely, something will break.

Have a read of the above, which should help, but feel free to ask questions, etc; that's what this place is all about