4WD is an acronym for four wheel drive. Four wheel drive is a mechanical system in a vehicle that provides differential drive power to all four tires instead of the more common two wheel drive cars. This extra power allows the 4WD vehicle to traverse more adverse terrain and weather conditions such as heavy snow and mud.
The full term "four wheel drive" is too long to place on a dashboard next to a knob or switch so the manufacturers came up with 4WD to denote the purpose of the control. Most of these systems have several options. Cars and SUVs can have an AWD, or All Wheel Drive, version of 4WD. Sometimes these vehicles have full-time all wheel or four wheel drive and adjust themselves according to the need of each wheel assembly. Some vehicles such as trucks and larger SUVs have a 4WD knob or separate shifter that allows the driver to select between two wheel drive, four wheel drive high, which is for traveling at faster speeds, or 4WD low, which has reduced gearing for better traction and lower speeds.
Some examples of 4WD vehicles are Ford F150 pickup trucks, the old Subaru Brat, Chevrolet Suburban, and the Unimog.