You should see a steel "L" shaped rod (pedal) directly behind your right foot heel while seated in the tractor seat. Be sure to use the clutch AND the tractor is stationary before you engage it :fing32:
Many models I'm familiar with disengage by themselves once you're unstuck or found the necessary traction, which is why you'd use it. Substituting the differential lock for 4WD is a recipe for damage. These machines, all sizes and models, are very hearty and durable tractors but there are some things you shouldn't do. IMO, this is one of them. The other, and a common mistake, is using the PTO gear selector in any of the higher ranges OTHER than first gear while using PTO operated ground engaging equipment (rotary cutters, HD finish mowers and American made HD tillers).
There are instances where Yanmar tractors will break the brake and pinion shaft, with the differential lock engaged and pulling hard in reverse ! Same reports on the newer F and FX models too. I recall a dealer telling me they will break often when they are in reverse, differential lock engaged AND someone assisting the pull (rope, cable or chain) with another vehicle or tractor attached from the rear...
Hate to see you inadvertently damage your new machine