Thanks for tagging @consigliori,
@safiullahtariq Tariq, most of the 4x4s come without diff-lock feature. So, if any wheel lifts, all the power goes to lifted wheel, it starts spinning, and vehicle stops. What diff-lock does is, all four wheels are locked together, even if a wheel goes in air, still power is evenly distributed to all 4, and vehicle still moves.
Pajero Mini that I've found so far, doesn't come with diff-lock, there are some versions which have LSD (limited slip diff) optional feature in specs, which I guess works somewhat like diff-lock. So, if any wheel lifts, it spins, that doesn't mean 4x4 is damaged. All you have to do is try to take it down on ground, or push vehicle to get out of wheel-lift situation.
Short answer, no.
Regarding your question on how does 4x4 work in Pajero Mini. Its full range 4x4, meaning it have High Speed 4x4 (H) and Low Speed 4x4 (L). You normally don't engage any 4x4 mode on tarmac road. Only engage 4x4 High on gravel / off road to get good traction. Go in 4x4 Low when you're going steep uphill or soft sand and you need more power.
If you engage 4x4 on tarmac road, you will feel vehicle getting heavy, and doing a sharp turn in this condition can damage CV (continuous velocity) joints on front wheel.
Edit: Almost forgot one simple way to check if 4x4 is working correctly in your vehicle.
Find a bit high ramp we usually find in front of homes, try to climb it in reverse. Vehicle will go till its front wheel are at start of ramp, as front of the car is heavy and the car will be in rear-drive mode, it will start spinning rear wheels and not go up any further. Back to level again, engage 4x4 (H or L), then climb again in reverse, this time front wheels will also help and car will climb all the way without issue.
Hope this helps 
