The PIC timer counts Fosc/4 rate (or lower with prescaler), so with 4 MHz clock, the timer clock frequency is 1 MHz.
PWM frequency is same than timer rollover-rate, which in turn is timer clock/(counts per rollover), so if you have 1 MHz timer clock and timer has 256 counts (8 bits resolution), the PWM frequency will be ~3.9 kHz.
Regards,
Janne