WOW MAN, how did you figure out it was D4? I now have a blinking piece of circuitry :-D
I'm not going to show you how to figure out D4 - instead, I'll answer how to figure out how Relay A is connected first...
Also you wouldn't know what I would need to do (sketchwise) open / close Relay A would you?
You really need to learn how to read schematics if you hope to be able to get anywhere in the future. So - let's start here:
First - look at the schematic for Relay A - it's at the top of the page, toward the right (sector F5 on the schematic). Let's look at that circuit a bit: There are a couple of 5 volt power inputs (at the top), and a couple of lines grounded (at the bottom) - this is actually a pretty standard layout for a schematic; where power "enters" from the top, and "exits" at the bottom. There's a few resistors (R1, R5, and R6), an LED, a diode, a relay, and a transistor (Q1). I won't go into what they all do, but you can see that the line marked "RELAY A", connected to R5, leads to Q1 (an NPN transistor), which - when the line goes high, will turn on the relay.
So what is the line marked "RELAY A"? Well - look for it on the schematic! All that is, is a label, meaning that somewhere else on the schematic there is a part (or multiple parts, perhaps) marked "RELAY A" - and they are all connected. This is done to make the schematic easier to read, generally. You see it a lot in large and complex schematics; this schematic isn't overly complex (compared to some I've seen, that is) - but even so, it is nice that the designer has laid it out this way; it's much easier on the eyes, and quicker to see how things are hooked up.
So - if you look around, where else do you find the label "RELAY A"?
Well - I only see it at one spot - and that is connected to an Arduino pin, via the shield connectors. Where is this shown on the schematic? Well - in the upper left-hand corner (sector A5). In this case, the designer has chosen to represent the shield as an IC (which is why it has a designation of U2 - in schematics, parts have labels and names, and typically you'll see resistors as R# - like R1, R2, Rn, etc - and diodes start with D; transistors start with Q, jumpers are sometimes marked with "J", test points as "TP", and integrated circuits "U" - just keep that in mind); the only reason the designer likely did this is because in most schematic layout software, there isn't anything like a "shield" diagram. The designer could have easily used something like a header part - but since this was a shield that already has headers, that might've made things more confusing...
So - anyhow - you know where the shield is represented - so what about "RELAY A"? Well - there it is! Right at the top-left - which is connected to A0 of the Arduino! Simple, once you know how to read a schematic!
So - now can you figure out D4? Can you trace it back to the LED? What about the other LEDs? Or the other relays? Or the other parts?
Good luck - hope this helps you understand!