The main Campaign wasn't designed to support 4 player coop. This game comes with a modding toolkit, but no one knows how far this goes (remeber the construction toolkits from other games?). It is very possible (actually some Larian Dev mentioned this, but i don't remember where), that you can create 4 player adventures with the toolkit (then you can decide by yourself whether or not they will have to use premade henchmen) by your own.