4 wheel drive fuse keeps blowing and it wont go in to 4 wheel drive 1994 chevy 2500

A blown fuse means there is a fault. The fuse is designed to protect the wiring from damage. If it blows and when you replace it, it works for a while and then blows again, it means there is an intermittent fault. You need to take it to a specialist repairer.

Possibly the body controll module.

Check for burnt or damaged sires going to the servo on the transfer case. It looks like a electric motor bolted on the bottom of the T case.

I would replace the fuel pump and the fuel pump connector, both have problems in this year that cause excessive current draw and blow the fuse and overheat the system. If the relay socket terminals are discolored from heat that must be replaced as well. Of course before replacing any parts have a GM dealer confirm the problems i have guessed are to the cause.

Try this,on the front axle there is an actuator for the 4x4,unplug it and try to engage 4x4 with it unplugged,if the fuse doesn't blow,actuator is bad.
Also look at the wires going to the actuator they get damaged from brush and things.

i beleive there is a vaccum actuator on the front end, if the vaccum line is off, or has a crack in it it will not go into 4 wheel drive.. or possibly the switch on the dash

There is a wire that comes from the dash lights and lights up the radio at night. You probably hooked that wire up wrong, causing the fuse to keep blowing and now maybe the dash lights are toast from repeatedly being shorted.

There are 2. One next to your left calf inside, one up front tucked up about mid way to the right under the hood.

Fuses only blow if-Old,Overheated or you have a Short circuit.
That should be any easy fix,to the extent that there aren't many 40 Amp Fuses and you will need a wiring diagram to follow the problem from the fuse to the cause. If you know what fuse it is, you can guess,but I wouldn't recommend that,it will be time consuming and maybe costly ,if you don't have a test procedure to follow and throw parts at it.
Don't replace the fuse.Their expensive and will keep blowing.

go to the front axle and take the actaushwaiter out and gert a new one