The front and rear diffs are "armed" then the center diff is locked. So, if you are stock, you must be in low range. If you have the CDL switch, you must first select "lock".
Nope, just common sense related to road conditions, ETC. :G
Probably the main issue with higher speeds with the front and rear diffs locked is controling the vehicle. BTW, the F&R diffs will only lock at speeds below 5mph but they will not unlock regardless of speed until told to by the operator.