Your Developing Baby according by Trimester of Pregnancy :

First Trimester (Week 1–Week 12)

At 4 Weeks

• Your baby’s brain and spinal cord have begun to form.
• The heart begins to form.
• Arm and leg buds appear.
• Your baby is now an embryo and 1/25 of an inch long.

From the first day of a woman’s last menstrual period, not from conception. So what is called ‘four weeks’ pregnant’ is actually about two weeks after conception. Pregnancy normally lasts for 37 to 42 weeks from the first day of your last period. The average is 40 weeks.