We've run into a number of anomalies re the setup process as it relates to fresh-installing the Windows 10 OS onto a GPT-partitioned disk, so we use the following process...
1. First of all, it's appropriate to create the GPT partitioning scheme for your 4 TB HDD so that the entire disk-space capacity of that disk will be recognized by the OS. Pay attention to weberdarren97's advice to start off with a disk where the entire disk-space is unallocated. If the disk-space of the 4 TB HDD is not presently unallocated, you can use the clean command of Diskpart to achieve this. Then initialize the disk (via Disk Management) to create the GPT partition style on the 4 TB disk.
2. We're assuming that you're working with a motherboard that supports the UEFI interface. ALWAYS INDICATE THE MAKE/MODEL OF THE MOTHERBOARD (OR THE OEM MAKE/MODEL) YOU'RE WORKING WITH WHEN YOU POST A QUERY.
3. We'll assume the 4 TB HDD is the only disk connected in the system at the time of the OS install.
4. You indicate you're using the Windows Media Tool containing the OS setup files for the installation process. When you boot to that device, press the appropriate F key on your keyboard to access the boot menu. The F key for the boot menu differs from motherboard to motherboard. Check your user manual if you don't know it.
When the boot menu displays there should be an option for the flash drive listed as a UEFI device, NOT as a USB device. Select that option. Hopefully the boot should continue to the setup process of the OS where you can select the unallocated disk-space on which to install the Windows 10 OS.
5. During the setup process you may get a message that "The partitions on the disk selected for installation are not in the recommended order..." Ignore that message by clicking OK to proceed with the installation.