I get unemployment and taxes do get taken out can I still clam my four kids

Ok, the taxes taken out are merely an estimate, it can be too much or not enough. Unemployment with or without taxes has nothing to do with your ability to file,

You have to file at what status you are, if you have four kids you claim them

Agreed; claim the children.

However, unemployment compensation is NOT earned income, so you will NOT be able to claim the Earned Income Credit nor the Child Tax Credit.