Construct the midpoint of a segment. This will give you the midpoint but that just divides the segment into two pieces, not four
Construct a square with each side congruent to the original segment. When you're done, you'll have a square but the problem doesn't ask for a square. The square produces three line segments (sides) that are congruent to the original segment, but it doesn't divide that segment into 4 pieces.
Construct the perpendicular bisector of the segment. Then construct the perpendicular bisector of each of the new segments. The first bisector cuts the segment into two congruent pieces. Constructing the bisector of each of those produces 4 congruent segments. Sounds like the right answer.
Construct the perpendicular bisector of the segment. This divides the segment into 2 congruent pieces, but not 4.