You have to figure out which wire is which............
2 wires are for the heater (most likely same color)
The other 2 are the O2 sensor signal wire and the sensor ground.
The sensor ground is probably connected to the shell...........
Connect sensor signal to existing 1 wire. Sensor ground to good ground.
For the heater wires, connect 1 to ground (not in same place as sensor ground) and other to 12v ignition source.