I have a box with two switches - one to a light and one to a ceiling exhaust fan. I want to install a switch plug combo in place of the single switch that controls the light fixture. I bought one that has four connectors and a ground, but there are only two wires to the light switch. I'm fine with the plug being controlled by the switch - but I'm not sure how to connect everything. Help!

If you only have 2 wires to the switch, and no more in the box, it is a switch loop and you don't have the neutral at the switch the outlet needs. You can't add the outlet there.

Combination switch/recepticle will have 2 connections for receptacle , and 2 for the switch.
(1 hot and 1 switch leg)the 2 wires there, like above you need a neutral for the receptacle
Neutral, the hot to that receptacle can get its power from the hot feeding the switch, or the switched side of the switch. Difference being switched or not. Look for a little jumper between the hot of the receptacle and 1 side of the switch. If not you will need a pigtail(small piece of wire).
If this is for a bath, you should maybe try a GFI/Switch combination device.

Can I install a light and switch from a plug outlet?

Can I install a light and switch from a plug outlet?

Probably. You would either have to run the wires in the wall or with a surface mount box. As an alternative, you could run a plug set with a chain and a swag.
A bit 60's but retro is coming back. Do you have overhead access from an attic?