This is the biggest problem with "R4" these days. There are so many clones it can be difficult to determine if the one you have is a clone or not.
Most likely, you either didn't put ALL the necessary files on the card, or you are trying to use the official firmware on a clone, which won't work.
Do you still have the box the R4 came in? What URL did it say to go to for firmware on the box? Can you take a pic of the front of the box and let us see it? We may be able to determine what firmware you actually need to use to get it to work for you.