Your 4-week old puppy is just now learning how to regulate his body temperature. Hopefully before now, you have not had a need to submerge him in water to give him a full bath. At around 4 weeks you can begin to do this, but only if absolutely necessary. If your puppy somehow got covered in mud, bathing him in a bathtub or a sink full of warm water is safe to do, but you will still need to focus on making the bath very quick and getting him warm and dry.
Your 4-week old puppy is becoming a rough and tumble little guy. However, he still needs tender loving care. He might be shaking and he might be scared if he's away from his mother for too long, but you may not know if his body temperature is too low. If you can spot clean him rather than submerging him in a full bath, opt for that at only four weeks old. No matter how you decide to clean your young puppy, keep him warm and wrapped in a towel or soft, warm blanket as much as possible until you can return him to his mother or at least his bedding.
Your four-week-old puppy is something special. He's growing and becoming quite the hound. Try as you mutt, you can't keep a puppy down. He's going to get dirty. And dirty dogs must be cleaned. But you can have a pampered pooch without giving him a full bath. Keep him clean and out of the dog house with a wipe down or a simple cleaning dip.