How do you prove that the set of decimal representation of the 4 divisble natural numbers is regular?
A decimal number is divisible by 4 if the number formed by its last two digits are divisible by 4. Stated differently, divisibility by 4 depends only on the last two digits. That should be enough for you to show that your language is regular.

The language of numbers in base $b$ divisible by $m$ is regular for all $b,m$, but that's somewhat harder to show.