I am going to set a toilet tomorrow and I am not sure how to set the flange. The roughed in pipe is four inches. Do I need to cut that flush with the existing floor. I have tile on top of a concrete slab. Do I need to screw the flange to the concret floor? Any advice would be greatly appreciated.

Yes. Cut off pipe flush with floor. Dry fit flange. Lubricate flange and pipe with liquid soap. Mark screw hole locations. Remove flange. I have found that the spear pointed glass drill bits work quite well at drilling ceramic tile. They don't last very long but they are cheap. Use glass bit to drill tile only, then switch to masonry bit to drill concrete. Hammer drill and percussion bits best for drilling concrete. Install plastic or lead anchors. Glue in flange and secure with screws.

Do I need to screw the flange down or if it is a tight fit will that be good enough?

I would anchor the flange to the floor. Too much chance of breaking flange when tightening toilet hold down bolts if it is just glued to the pipe.