cycling 4 LEDs at varrying speeds

Everything that I try gives me an error.

We can't see
a) what you have tried
b) what the errors were.

You're making it very hard to help you.

Blink without delay analogy:

A call to "delay ()" is like setting your alarm clock and going to sleep until it goes off - you can't get any work done, because you're busy sleeping.

Instead, think about the egg boiling analogy.
In fact, let's simplify it, and have a flashlight, which you have to flash, with an "on" time of 20 seconds (human, not microprocessor timescales here) and an "off" time of 30 seconds.

You have a wall-clock that has a seconds hand and a sheet of paper with a pencil.

Fairly quickly, you'll see that the actual action of switching the flashlight on or off takes virtually no time at all, and happens only every 20 or 30 seconds.
Most of the rest of the time, you're just looking at the clock, seeing if your 20 or 30 seconds are up, but the important thing is, you're not sleeping.

Now, in between times, you could be performing tasks that operate at different rates, like making a cup of tea, or boiling eggs to different levels of hardness, answering the phone, answering the front door...
The key is to break the sequence down into small lumps that won't interfere with the others.
Fill, kettle, plug kettle in, switch kettle on(is kettle boiling?), get cup(is kettle boiling?), get spoon(is kettle boiling?), get tea(is kettle boiling?), get milk (is kettle boiling?),...

Now, "loop()" provides you with a mechanism for repeatedly doing things, like looking at the "millis()" wallclock.