Controlling LEDs with 4 ultra sonic sensors

You should use pinMode() to set pins to INPUT or OUTPUT before you use them. The exception is analogWrite() which will set the pin as an OUTPUT.

Pin 4 is not a PWM (analogWrite()) pin. Use 3, 5, 6, 9, 10, and 11 for analogWrite().

digitalWrite() will set an LED on (HIGH) or off (LOW). To fade, use analogWrite() with values from 0 (off) to 255 (on).