They should be able to join together to form a 8pin. Use them both. You can see which goes where because the pins have a keyed shape that will only go one way so it is hard to get it wrong. Also, the clip should click on meaning your connector is properly installed.
You can just use 4 pin but you won't have access to full features of the board such as overclocking etc. I recommend the full 8pin by combining the 2 4pins like I have mentioned above.
The reason they give it split up is because some budget level boards only require the single 4pin.