Hi Bimbler, I am also very new to four needle knitting having only knitted a one inch tube of it but as I've only just got it myself, maybe I can help.
If you follow the instructions on the video til you have the stitches on three needles then what you have to do is using the fourth needle, knit into the first stitch you cast on, knitting with the wool hanging from the last stitch you cast on. Knit all the stitches from that needle then take that needle and use it to do the same thing on the next unknitted needle. When that needle is empty, take it and use it to knit the next ones and so on. The Knitting makes itself into a tube as you go around.
When I tried the first time, I forgot about switching the needles and ended up knitting all the stitches onto one needle.