This is question that is difficult to deal with for adults as well. The physical facts about birth are not going to address the issue of "where we came from" in a satisfactory way, because you're left with the notion that you didn't exist, which is a difficult notion to deal with. Far enough in the future we won't exist either because we'll die, many adults cling to religion to deal with that. It are these issues which motivates pondering these questions, not the technical details about some biological facts about pregnancy, especially for a four-year-old.
So, besides talking about the biological facts, it's also useful to explain that not all questions are 100% settled. It's a useful thing to know at an early age that there are things out there that are so hard to understand that even adults have not understood it properly yet. This can make learning about such subjects a lot more interesting.
Now, it may not be clear that there can be something non-trivial about this particular question asked by the four-year-old. You may think that in the end the broad picture of where we came from will be the same anyway. So, let me give an alternative perspective that may not be correct but it's consistent with current knowledge. This is however a bit too complicated to explain to a four-year-old.
My starting point is that we are just biological machines, our minds are algorithms run by our brains. From the perspective of an algorithm that is processing a finite amount of information, the external world can be in any state that's consistent with that information (but not all these states will be equally likely). Then another assumption I'm going to make is the many-worlds interpretation of quantum mechanics which leads to the conclusion:
In layman's terms, the hypothesis states there is a very large—perhaps infinite[2]—number of universes, and everything that could possibly have happened in our past, but did not, has occurred in the past of some other universe or universes.
Then whenever you learn a new fact, that fact was not settled before you learned it (unless the alternative is inconsistent with your existence). If e.g. humans including you could have evolved without there ever having existed dinosaurs, then the moment you learned about dinosaurs you split off from a copy who learns something else about the geological history of the (copy of the) Earth.
Within this framework the answer to the question will be totally different. When going back in time when you had less information stored in your brain, you are going to merge with former copies who had split off previously due to learning different things about their world. When you were born you wouldn't know which century you lived in, it would take some time before you would see a car. Information about such basic facts would have entered your brain quite some time later. Therefore you were not even located in a definite place where these facts were settled, if you consider locations in the multiverse where these facts were settled and picture you as a baby in these places, then you would be identical in the different places where the facts were different, in the sense that your mind is the same in the different places.
So, I've to picture me as a newborn baby as being everywhere that's consistent with the knowledge I had back then. So, the very same person I was back then, was also born on many different dates in many different places ranging from prehistoric times to far into the future of different copies of the Earth. In fact, you can take two different persons, say Julius Cesar and Albert Einstein and argue that they were in fact the same person when they were young enough (which then may include being an embryo), because if you go back far enough in time you'll erase arbitrary much of the brain content.
This means that I cannot say that I was in the womb of specifically my mother, because the difference between me and my mother gradually fades away the farther I go back in time. My mother, me and everyone/everything else existed as the same creature in a place that gradually became more and more well defined (e.g. as an egg or a womb). At some point I would have diverged as a different person from my mother and father, but it's hard to say exactly when.