The phrasing "countries have 4 letters and in the capital" is ambiguous. It could mean:
10+ sovereign nations: Chad, Cuba, Fiji, Guam (territory), Iran, Iraq, Laos, Mali, Niue (territory), Oman, Peru, Togo. (Note: Some are territories.)
Their capitals: N'Djamena, Havana, Suva, Hagåtña, Tehran, Baghdad, Vientiane, Bamako, Alofi, Muscat, Lima, Lomé.
Examples:
Only a few capitals have exactly 4 letters: Lima, Riga, Suva, Tarawa (7), Male (Maldives) – 4.
ISO 3166-1 alpha-3 codes are 3 letters (e.g., USA, IRQ, IRN, ARE). No 4-letter codes exist.
The source listed "USA" (3 letters), "IRA" (not a country code; Iraq is IRQ), "UAE" (3 letters). These are incorrect on multiple counts.
If the question means "Countries with 4-letter names," the list above applies. If it's a trivia puzzle, the answer might be Oman, Iran, Iraq, Laos, Peru, Togo, Chad, Cuba, Fiji, Mali.