HotD 4 takes place between the events of HotD 2 and HotD 3, even though part 3 was released before part 4. If that's confusing, don't worry. You need to know only one thing, and that's the same damn thing you needed to know in the first HotD and every single game that followed: "Zombies! Shoot'em!" To be fair, sometimes the zombies are giant monsters, and in one game they were actually called mutants, but you get the idea. Just shoot everything that moves and you'll do a good job.