You mean a 3G/4G cellular modem USB dongle, like the Huawei or ZTE ones? Is the supposed to support USB cellular modems, you'll have to check the manual I think. If it does support them, usually you just plug it in to USB OTG, and that's it, it's on-line, nothing else to do. Many Chinese tablets with USB OTG can connect with them, don't know about Samsung Tabs.
Dongle is a generic term so I have to guess at what question you're asking - so here goes.
If by dongle you mean an MHL adapter so you can connect to a TV then you need to know two things - that's not an OTG USB thing and the Galaxy Tab 4 does not support that in any way, shape, or form.
If by dongle you mean USB stick, then it's going to have to be formatted FAT32, Android doesn't typically deal with NTFS.
If by dongle you mean something like a scanner or reader then you're probably going to need a matching app to talk to it.
In any case - not all Galaxy Tab 4 models support OTG USB.
To see if yours does, check out USB Host Diagnostics by Chainfire, in the Play Store.
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