I may be wrong, so don't take my word for it, but I believe that they had an optional limited slip differential that locked by itself mechanically, or an electronically controlled automatic diff lock through the NOSlip [my bad, it was called NOSpin] system. I don't think the newer machines have a manual differential lock button (at least the F [and G and H?] series don't, but the oldies do). I have never operated a 966G myself, but that's what I've seen in the 938s and smaller that I've run.
I did a little more searching and I'm now pretty much certain that your machine shouldn't have a differential lock button.
The NOSpin system that has been around since the late 80s was renamed "traction control" in 1996, but the old name is also used sometimes. It works by applying brakes on just the slipping wheel to transfer torque to the wheel that's not slipping. It is controlled by a series of sensors that detect drive-shaft output, the speed of each wheel, and the articulation angle. The senors feed a computer system that calculates the speed at which each wheel should turn and the computer system selectively applies brakes on the slipping wheels with the right braking pressure on each wheel for optimal traction.
The system sounds fancy but I have a feeling that the computer can be pain in the neck when it decides to mess up. It can even damage the machinery if it starts braking the wrong wheels in the wrong way. Imagine roading at 30 km/h when suddenly a sensor fails and the computer suddenly locks up one wheel causing you to lose control and crash into a ditch. It probably has some kind of protection code to prevent that but you can never fully trust a computer.
When the system is working, you cannot really detect it in normal operation except that you'll find that you have a bit more traction and that your brakes wear out too quickly. If the system is present and working, it might behave very oddly if you try to turn one wheel by hand with the machine raised and odd (i.e. it may apply brakes to the wheel that you are trying to turn or something like that).
It may also be possible that your machine doesn't have this system. It was and still is optional on the machines. In the G and H series, they made it only control the rear wheels and not the front [to reduce its likelihood of making you lose control at high speed?] .There may be a "traction control" switch or something similar to turn the system on or off if the machine is equipped with it.
Limited slip differentials were also offered, and they limit slip mechanically by themselves. No user intervention required or possible. They tend to hit the slip limit at stay locked, especially when roading. Turning at high speed with the differential locked can be awkward and hard on the machine, but you can't do anything about it in a conventional limited slip.
Hope it helps. I don't think any CAT loaders made in the last 15 years offered a differential lock button.
