Hi @neilo,
Welcome to the Auth0 Community!
I am sorry for the misunderstanding from the documentation. Our engineering team is aware of the discrepancy and are working on an update, but unfortunately we do not have an ETA.
As outlined in the Github repository we no longer provide support for the 4.x version of the Wordpress plugin, so the recommendation would definitely be installing the v5 version by following the steps outlined in the wordpress README.md documentation on Github. Also, just in case of an error occurring, this community thread might be useful, since it also provides a recent solution of installing the latest plugin.
Hope this helps, and if you have further questions please let me know!
Best regards,
Remus