I just want to select some text and press TAB to indent the selected entire region of selected text to be indented with 4 spaces.
That will vary with your major mode. In the python mode, (which is what I think you want based on the 4 spaces thing and seeing you around on the python tag) use Ctrl-c < and Ctrl-c >
In the C major mode, just press tab and it will indent according to the rules specified in the major mode.
Also note, that directly above the mini-buffer, you will see the name of the major mode, which is normally the name of the language that you are working with. If you left click on that, you will see a list of commonly used commands and their key bindings.
If you're indenting code, read about program indenting. Basically, every programming mode has its own tab width (which determines the amount of indentation). To indent the line that the cursor is in, just press the tab key. To indent multiple lines, use C-M-\ (i.e. ESC C-\).
For text editing, read about plain indentation. Again, tab will indent, and C-x tab will indent multiple lines by the same amount. Note that you can pass numeric arguments to functions bound to keys by first typing M-n, where n is the number. Thus M-4 C-x tab will indent selected lines by 4 spaces.
Lastly, tabify and untabify will convert spaces to tabs and tabs to spaces, respectively. You can bind these to key sequences in your emacs config file (.emacs or .emacs.d/init.el) using global-set-key.