Sector 4 is one of the eight sectors of Midgar and one of the six sectors that you are able to visit. Check out the full Midgar location page for more information on the different sectors.
Sector 4 is made up of some pipes and lower plate areas that are generally transitional areas in to other zones. For example, you will pass through Sector 4 on your way to the No. 5 Reactor on the first page of the walkthrough.
You will also pass through Sector 4 on your way to do battle with Hojo when you return to Midgar on Disc 2. Check out the second Midgar walkthrough page for more details.
The map below shows the location for Midgar on the World Map: