I recently moved in and the thermostat connected to 2- 2000 watt baseboard heaters shorted out. The burnt out thermostat only had 2 wires, a black and white. Was it the wrong kind? Was it for a single baseboard heater? I purchased a double line dimplex thermostat to replace it. I have 240 VAC.
The wires from the Dimplex thermostat are 2 red and 2 white. Do I connect the 2 Red to the white wire from the wall box and the two Black to the black?

The unit no doubt came with instructions. They will be your biggest help.

The t-stat you had was a single pole. Fine for what it was doing.
To use the new one properly you need to remove the splice in the wall box and un-do it.
You then need to determine which is the pair of wire that is the LINE.

Before I go to far with this. What is your level of expertise? Have you worked on this type of thing before? Do you have a decent electrical tester?

You will be testing for 240 volts. This is nothing to mess around with if you don't know what you are doing.