Help identifying proper connection of pressure transducer?
You do not connect the other two wires.  Look at the connector version, it explicitly says NC, or no connect. The same applies to the bare wire version. 

In current loop mode, the sensor is connected in series with the power supply and a resistor, and regulates the output. You measure against the resistor. See  https://electronics.stackexchange.com/a/372049/17178 for a generic explanation on 4-20 mA current sources.