Information about the design of the OData 4 API and the available services can be found in the manual Going from OData 3 to OData 4 (Dutch only, under development). Here you will also find an overview of the most important differences between OData 3 and OData 4.
CBS offers an overview of implemented OData 4 functions, which can be found under FAQ, 'Which OData 4 commands are available?'.
For use of the API with R and Python there are quick-start guides (in Dutch) available.
In the CBS Github open data 4 portal (Dutch only) you can find code examples of R and Python and an R package for use of OData 4.