The Renault/Dacia Duster uses the same 4x4 system as Nissan
The Duster is offered with two-wheel drive or four-wheel-drive. The 4x4 variants make use of Nissan's all-wheel drive system,[10] which allows the driver to choose from three different driving modes: Auto, in which the rear-wheel drive is engaged automatically in case the front wheels lose grip, Lock, whereby 50 per cent of torque is consistently fed through the rear axle, and 2WD where the transmission is locked into front-wheel drive for maximum fuel efficiency.
From the Duster's user manual:
"AUTO" mode automatically distributes the engine torque between the front and rear axles according to the road conditions and the vehicle speed. This position optimises road holding. Use this mode on any type of road (dry, snow-covered, slippery, etc.) or when towing(trailer or caravan).
"2WD" mode. Operating principle The "2WD" mode uses the front wheels only. Use this mode on dry roads with good grip
Operating principle "4WD Lock" mode distributes the engine torque between the front and rear axles in order to optimise the performance capacity of the vehicle in off-road situations. This mode should only be used in extreme driving conditions(mud, steep slopes, sand). Note: if the vehicle speed exceeds 36 mph (60 km/h) in 4WD Lock mode,the system automatically switches back to AUTO mode.
You shouldn't feel any significant performance difference between 2WD and 4WD under normal conditions, the Duster is not a high performance car and you probably won't drive it at high speed on slaloms. If anything fuel consumption can be a bit higher with 4WD turned on, and the transmission would have a bit more wear.
As stated above using Lock mode CAN harm your car, more wear and tear on the tires and transmission, but most chances are that you are not really using it since it disconnects itself at 60 KMH.
AsThe handbook I looked at is slightly different than @JdeBP mentioned, but here's a qoute:
All-wheel drive system– Irrespective of the mode selected, do not start the engine if one or more wheels are not in contact with the ground(eg. when the vehicle is on a jack or roller bench).– Do not turn the mode selector when cornering, reversing or if the wheels are spinning excessively. Only select the"2WD", "AUTO" or "4WD Lock" mode when the vehicle is being driven in a straight line.– Only use tyres which meet the required specifications.– "4WD Lock" mode is reserved solely for use off-road. The use of this mode in any other conditions may adversely affect thevehicle's manoeuvrability and damage its mechanical components.– Always ensure tyres with identical specifications are fitted to all four wheels (brand, size, structure, wear etc.). Fitting tyresof different sizes to the front and rear wheels and/or left and right wheels may have serious consequences for the tyres,gearbox, transfer gearbox and the rear differential pinions
To summarize as other mentioned, use 2WD unless you are driving in heavy rain, snow or ice and read the driver manual.