Today I tried parking my Freelander 2 on the outside of a dirt road, quite snowy but didn't seem too much. However, my front left wheel got stuck and I had a real hard time backing out. It seemed the four wheel drive didn't really engage to help pull me back out so I was basically spinning on the front wheels. Automatic gear box, maybe I was reving it wrong? Or is there some kind of setting to help? I did use the Terrain response system, which was set to "snow".

If you are stuck anywhere, I've found that the mud ruts setting is the best. It seems to lock the centre diff so that both axles will turn more readily. The snow setting mainly alters the throttle response from my experience.

When you have a wheel spinning the natural reaction is to back off the power and try again, this will not work with the FL2.
You need to keep applying revs, slowly and let the wheel spin, st around 1800-2000 rpm, the terrain response will take over, it will brake the spinning wheel and send power to those which are not spinning.
This was demonstrated to me at the factory tour by 'cross axleing' a FL2, below 2000 the loose wheels span and the vehicle was stuck, as the instructor revved harder the wheels stopped spinning and the car drove off the obstacle.

It seems contrary to what you think is correct but it really does work

UP UP UP UP UP
what he says Hold the revs, let it spin

if that fails, buy better tyres... 

Good to know as I suppose its natural once a wheel starts spinning you stop as youre thinking Im only burning my tyres out and still going no where, pity theres not a manual diff lock button you can press, but then I suppose folk would forget to turn it off and blow the diff up once back on hard ground.

Good example of how the traction control works on the FL2.