No, you come in on four.
A play on the phrases "come in" and "four" --- if a marching band were practicing their routine, they would probably discuss particular beats on which instruments "come in," or join the piece (e.g., "on [beat] four"). But in an elevator talking to the person trying to literally "come in" to the elevator, on "four" refers to floor four: the phrase would mean that the person shouldn't enter the elevator on the current floor because it's not the fourth floor.