Honda Pioneer SXS500M 2019 Owner's Manual page 47

Driver Controls
You should change drive modes only when the vehicle is stopped
and the engine is idling.
NOTICE
Changing drive modes while the vehicle is moving could damage the
drivetrain.
After changing the drive mode, drive several yards, making right and
left turns, and make sure that indicators work properly. If the
indicators do not go out or come on according to the drive mode
position, see your dealer.
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Instruments & Controls