They're having you cast 16 on the one needle and knit the set up stitches from there. So knit 2, pm, k2 with one needle. Do the same with needles 2, 3, and 4. There will be 4 stitches on each of 4 needles.
Now the needle on which you cast on will be empty.
You'll knit into the first stitch on needle 1, using the yarn from the end of needle 4 to begin the first round.
Amy has video on joining dpns in the advanced techniques section.
"Trust the pattern!"
Time flies like an arrow, but fruit flies like a banana.
Hop aboard while we follow the cloud-covered van of knitting harmony, man!! Woooo!! --Hedgehog
IngridKH on Ravelry