Either go thru immigrations/baggage claim/customs out to the heathrow express train. It is free btwn T4 and 1/2/3. Long walk. Train is about every 10 min.

Another option is the Underground, but you have to change trains from T3 to T4 (non stop from T4 to T3). Likely the least convenient and longest.

Or just take the transfer bus, total time should be less i there are no long lines at security. Easy to find, just follow the signs for T4.

Walking is not an option. It is far.