Information about the design of the OData 4 API and the available services can be found on the information page. Here you will also find an overview of the most important differences between OData 3 and OData 4.
CBS has an overview available of all implemented OData 4 functions.
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.