I have done this. Having 4 separate bookings is a good thing. If you have to cancel one day of the four, it is easy.
At check in, let them know that you are staying for four nights. Most likely, they will have already noticed. Most likely, you will have the same room for all four nights. Most likely, you will pay in the same way as if you just had one reservation (i.e. give them your credit card when you check in, pay one bill when you check out).
The hotel will not "consolidate" 4 bookings into one - you will have four separate reservations, four separate reservation numbers, etc.