This technique among others is used to create decreases in crochet to eliminate one or more stitches. An external decrease is worked at the beginning or end of a row, at the side edge. Internal decreases, like double crochet four together, are worked within the row. Generally you'll find decrease instructions in an individual pattern to suite the particular stitch being worked, but here are the basics on how to double crochet four together.
[Yarn over, insert hook in next stitch, yarn over and pull up loop, yarn over and draw through 2 loops] 4 times, yarn over, draw through all loops on hook—3 stitches decreased.
You can also find instructions in Crochet Me's glossary for similar techniques including: