If it really belongs to other children, it is wrong to teach him to do so. For example, the child may never play with him again and will be angry with him. Tell him some similar stories, which is a good way to guide children.
Finally, we need to ask him to give it back to other children, just apologize to him for taking it wrong, or let him know that he must be responsible for what he has done.
Children four years younger may not understand many things. At ordinary times, adults should guide them more, teach them what is right and what is wrong, and set a good example for them.