Information about the design of the odata 4 API and the available services can be found in the information page. Here you will also find an overview of the most important differences between odata 3 and odata 4.
The CBS offers a listing of the implemented odata 4 functions.
For using the API with R and Python there are quick start guides (in Dutch).
At the CBS Github open data 4 (Dutch only) you can find code examples of R and Python and an R package for use of odata 4.