The 4 year olds we've worked with usually do know to do a straight line or something close to a straight line. My 4 year old can jump up and down on two feet and pretty good on one foot jumping, he holds on to something.
Sounds like there may be a delay. Each child is different and develops at different times/ages.
I got my 4 year old boy for his birthday- a rescue game- board game- little cars with dice in a plastic tub on top of the vehicle. He's really into fire trucks, ambulances and police cars. This game has all those and they go to emergencies and whoever get those emergency cards wins.
We also got him a helmet for his new bike on training wheels.
Our child is 4 and he is delayed and has difficulty with fine motor skills, has sensory integration disorder and is overall behind his age in doing activities. He is in Occupational Therapy 2 times a week.
Here's the activities they do in therapy:
puzzles, games that involve small pieces- like fishing game, matching, magnet type games, playdoh, chutes and ladders, Topple, Perfection, swinging, jumping on trampoline, drawing, coloring using crayons, markers, matching type games, matching shapes,beads and string, lacing,Mr. Potato Head,etc.., using tongs to place plastic bugs into a bag.
At home:
we do puzzles- not cartoony type, we are getting more difficult puzzles- 25 and above pieces that are realistic looking (this his is weakness), games- perfection, topple, lacing, chutes and ladders, beads and stringing beads, macaroni- take macaroni and glue it to a piece of paper and make a shape or a letter. Glue cheerios to a piece of paper and make a letter or picture; Lite Brite, coloring, painting- finger and brush painting, playdoh-accessories, Mr. Potato Head and accessories, using tongs to pick up tiny things and place them in a bag, therapy putty (I've had hand surgery and I have the putty I used in therapy), the therapist use this also in their therapy, so I use it at home for my Son- we hide things in it and he gets it out of there and then hides it again. You might be able to find this at Sports store or online.
We use the Child Study Center for evaluations, before that we used ECI. They are both great agencies. We get therapy thru Sante Pediatrics Therapy. We've also used Therapy 2000 as well here at home, however it is more expensive to do it that way.
I would highly recommend either his school evaluating him or take him to his Dr. or to the Child Study center for an evaluation just to make sure he is on target and that he is getting the services he needs, if it is therapy,etc..
Make it fun and not boring, they have to have fun doing it. If you do it also, that helps more and they will more open to it.
Good Luck!