Unlikely any damage was done - a few miles of normal operation on dry pavement in 4WD shouldn't break anything. It'll use more fuel, and it'll increase front tire wear a bit, but as long as you weren't stressing the running gear with manuevers involving hard turns, abrupt accelleration/decelleration, jerky starts and stops, or very heavy load management, all should be fine. In 4WD, on or off pavement, steering and braking are affected, steering particularly, as you noticed in the parking lot. Manuevering in 4WD does particularly impact the front wheel locking mechanisms, and to a lesser extent the CV or U joints of the half-shafts, and lesser yet the planetaries in the transfer case, but as long as the stress isn't applied through sudden shock, and is not allowed to continue for many, many miles of dry pavement operation, your biggest inconveniences are gonna be increased fuel consumption (you're powering more rotating mass - the transfer case and the front drivetrain, which otherwise would be freewheeling - adding unnecessary drag and friction load to the engine's work requirement, and your power steering pump hasta work harder, further reducing fuel economy), increased tire wear, and less-than-optimal braking and handling. Don't worry about it, and just don't make a habit of doing it.
If anything were to break, most likely it would be the locking hubs. They're not that hard to replace (I've torn up more than a few - and replaced some "in the field" under really crappy conditions - rain, mud, cold, dark and a limited toolset can be real irritating, especially when all simultaneously in play
), easier, really, than doing a brake job. Electric, or "automatic" hubs, most likely what you've got, will be lots pricier than manul hubs. On the bright side, in most situations, manual hubs can be substituted for electrics, at around 1/3 to 1/4 the cost. Aftermarket hubs, both electric and manual, are available in various performance grades above manufacturor's OEM specs, and often will be priced similarly to factory original replacements. Frankly, though, unless hardcore off-roading is gonna be a major consideration, aftermarket heavy-duty/severe service/competition running gear is highly unlikely to offer any cost/benefit advantage.