Step One: Open Your Images
Open your four images up in Photoshop then create a new document (File>New) large enough to accommodate your images. Don't worry if it's too large as you can crop it down later.
A good place to start is with a document that's twice the width and height of the images you're working with. To enter a new document size, just type figures into the Width and Height box then click OK. You can also change the name of the document here.
Step 2: Move Your Images
To move the images into the new document you need the Move Tool selected then you simply click on the image you want to move and drag it into the new document. Each image you do this with will then turn into a new layer in the new document.
Step 3: Adjust the images
You now should have your images all in one document but they're probably not in the place you want them to be. To move them, you have to select each individual layer and use the Move tool to adjust its position.
If it helps, you can apply a grid to the image (View>Show>Grid) which you can use to check that your images are evenly set out. If you have the Rulers visible (View>Rulers) you can also drag guides from them which you can use to line your shots up with.
You can also use the Free Transform option (Edit>Free Transform) if you find one or more of the shots don't line up right. By selecting this tool, you can re-size individual layers to make them all the same shape / size. You just adjust the anchor points to change the shape of the image. Pressing Shift at the same time will mean you won't end up with a squashed portrait as it retains the correct proportions of the image. Try to avoid using this tool to make images larger, however as this can cause detail to be lost.
Step 4: Crop Any Extra White Space
Once you're happy with the layout you can use the crop tool to remove any excess space you have around the image.