They are like these strips with little pins attached that they stick in and wiggle -- each one has a different potential allergen. They only do the TOP allergens so it gives you an idea if you have an allergic child that is allergic to milk, eggs, fish, peanuts, tree nuts, soy, wheat, etc. for foods and cats, dogs, and some environmental stuff for the other set. My baby cried when he had it done (6 mos at the time) but only for a second and my daughter who was 14 mos at the time didn't cry at all and even though she is HIGHLY allergic to milk, peanuts, eggs, fish, cats and dogs and had HUGE welting reactions, she was pretty chill. A four year old, what you have to worry about is scratching. They cannot touch them or lean against anything while the test is "testing". I would bring something to distract him (like a handheld game or something else super fun) that he will sit still sideways on your lap or on a chair to play while you wait it out. Our allergist has a play area and kids can go out there and play while the egg timer is waiting to check the results but again - same rules of no leaning on anything and no scratching applies. Best of luck!
We are thinking of doing a few specific fish blood tests and stuff now that she is almost 3.5 yrs old.