While none of these suggestions are "wrong", they assume facts not necessarily in evidence.
I think this answer on the MS site best answers your question.
I understand that you have created your outline so that if you just printed it out one time, it would fill your selected sheet (A4). You need to go to the "Layout" dialogue after selecting "Print" and put in the number of "Pages per sheet". This will scale down your document so that 4 print on each page. (this is the answer "bribri" gave) You still need to set the "Page Range" (1,1,1,1) in the "Copies and Pages" dialog (under "Print) as you stated. (This is hardly obvious so remember this command!)
FWIW: I have found that when creating wine labels, (art work) MS Word will rarely keep the same relationship between text boxes and art as one tries to format the page correctly. Although you can select text boxes and art (not by using "Select All", but by Shift-Click on each segment of your art) when you try to paste it back into your document or into a new document, the formatting and/or even portions of the art work will be lost. So I gave up on trying to use the "Label" option or any other "cut and paste" suggestion. (This same problem happens when trying to print to a PDF reader.)
My advice (which means "worked for me" [finally]) is to choose a paper size that your printer easily deals with. (A4 or 8.5x11) Choose portrait or landscape in "Page Setup". Format your artwork/page to fill the entire page (sheet). It is kind of useful to do it this way since you can printout a "scaled up" version of your page to see errors.
When you want to print the same content multiple times on the same sheet of paper:
-- DO NOT change the page set up
-- DO NOT use
-- Select "Print..."
-- Under "copies and pages" (the option that first comes up)
o If you want 4 copies and you are going to have 4/page then 1 copy
o Set Page Range to the number of copies per page 4 == (1,1,1,1)
-- Select the "Layout" option "Print"
o Set "Pages per sheet": 4 in your case
Word will now scale your original A4 (8.5x11) artwork/layout so that 4 print on a single sheet.
Things that don't seem to work (probably because they aren't related to what you are trying to accomplish):
-- Choosing "Media and Quality" to select the tray in your printer
-- Selecting the "Multiple Pages" button under "Print Preview"