I want to say that:
Figure 1, 2, 3 and 4 illustrate ....
how could I mention them? is the above sentence correct? or I should say figure 1 to figure 4
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The exact format should be determined by the publication in which you publish your work (assuming this is what you do). You should be able to write Figures 1-4 or alternatively Figures 1 to 4 (although the former is what I am used to seeing). If the format uses abbreviated forms then Figs 1-4 would be the format. There is no need to repeat the word figure before both numbers in a sequence.