Most likely it is the linkage or perhaps due to the weather getting colder the hubs have frozen. You may try it on a warm day or a lot of times putting the hubs in while driving in reverse will cause them to engage. If it is not the hubs then most likely it is the linkage.
Ok depending on the year of the model it may work if you reverse a short distance. Turn on your Chevy and put in to four wheel drive like usual. Make sure you have some room behind you because then you have to move in reverse about 5-10 feet. If this doesn't work I suggest getting it checked immediately.
It seems that you might have some kind of gearing problem with your Chevy. If this is the problem, you will need to have this checked out by a mechanic.