Is there any info how to set up and use a 4 digit seven segment display with 12 pins?
(it also has dots after each digit)
I am new to electronics and arduino, so I don't know much.
it looks like this:
if this helps...
Well, if you are so new and unknownalagble as you write - why take on such a "large"/"difficult" task ? 
Actually I think it is great you're willing to try, and good luck to you on that, and yes, I'll help.
But, (ah yes, always a "but")
it is not much of a (fun)challange for yourself if you get all the answers here. So as not to spoil your fun, just how much do you know?
- Have you got your Arduino working? 1a) have you got the simple LED example to work?
12 pins is not enough for 32 individual LEDs (or 4 digits 0-9 either) so there is some multiplexing going on for which we need to know which pin is the clock/latch and where data goes and where supply goes, and that is a little too much to guess. (Do you know meaning of words like "multiplex" and "latch"?)
Have you got the display yet? As it seems you are buying form a supplier, there may be a piece af paper with some info. Is there?
On the actual display are some numbers (I tried looking at the picture) which you can enter into google and maybe get some info on which pin does what. (If we're lucky someone else on this list recognises the display and knows the pinoout from the "original" which the chinese copy is based on).
And I am not going to do the legwork/browsing for you, so you need to help with selfhelp a little more 
I suggest you look around for similar/identical displays on the net, where there IS some datasheet, and then we can see about interfacing it to the Arduino and writing some driver software (or use a library/class that is on the Arduino site)
All the pinout information needed is available through the link you provided (8 segment pins and 4 digit pins) but you didn't specify if you bought the common anode (*10361) or common cathode (*20361) version. You can drive this display with 12 Arduino pins plus 8 current limiting resistors (1 for each segment). Search the forum for details (a common question) but don't hesitate to post follow-up questions if you need more help. Good luck!
You have to use multiplexing techniques to use this display so you might start out by looking through the 'LED and Multiplexing' section of the forum. As mentioned in the previous post you will have to determine whether your display is CC (Common-Cathode) or CA (Common-Anode). The overall techniques are basically the same for each but there are some differences which is why you must know which one you have. Don't limit your research to 4-digit displays as the techniques for 2-digit displays are essentially the same.
Don
cjands40:
All the pinout information needed is available through the link you provided
Yes.... why didn't I see that when I looked at the page earlier? Doh!