4 by 4 bit Multiplier. Logisim help
You need to use a splitter component (first item under "Wiring") when combining multiple 1-bit signals into a bus, or when separating them back out. Simply wiring them together, like you've done, doesn't work.

Here's what it should look like:



Note that you'll need to split and recombine the output from each of the adders -- for instance, the input to the second adder is made up of {CO, S3, S2, S1}, not {S3, S2, S1, S0}.