I have a 1988 jeep comanche.which is just like the cherokee and the blue line coming from the transfer case...where dose it go?My 4wheel drive engages from the transfer case but still does not work the front axles!!!!!

 

It might be an air purge or fresh air line, I know I have one blue vac line next to my blower motor that isn't supposed to be connected and everything works fine.
On my '87 a while back the vacuum motor that engages the front axle was riddled with rust and grime, so I cleaned it up and it has worked well ever since. Climb under your rig between the front and rear wheel on the passenger side. Look at the front axle to the left of your U-bolts (facing the engine). You'll see three or four vac lines running into what looks like a diaphragm bolted down with four bolts. Unbolt that and clean it, check for vacuum from those lines while you have them off and your 4wd is set to engage. One vacuum line should engage it by moving a fork, the other line should disengage it.

 

https://www.cherokeeforum.com/f2/where-does-go-20323/