AWD is always on 4x4.
4WD can be turned on and off.
4WD includes low-range gearing that helps a vehicle tackle deep mud or snow as well as more-challenging off-road conditions, such as climbing over rocky terrain or descending steep hills. The vehicle must be stopped or slowed to a crawl to shift in or out of low range, which is done with either a lever or a switch.
AWD has become almost as common as 4WD. AWD lacks the low-range gearing of a 4WD system, but still provides all the traction that's needed for the types of slippery conditions that drivers typically encounter, including inclement weather road conditions and light off-roading. In fact, a vehicle's off-road capabilities are often more limited by ground clearance than by AWD. All AWD systems are full-time, which means you never have to shift between AWD and 2WD modes.