The question boils down to:
How many solutions are there for x^2+y^2 = 4^2 ?
There are 4 solutions with x, y in ZZ namely (0, 4), (0, -4), (4, 0), (-4, 0)
There are an infinite number of solutions with x, y in RR, namely
(4cos theta, 4sin theta) for 0 <= theta < 2pi
How about solutions with x, y in QQ ?
For any non-negative integer k, define
a_k = 2k+3
b_k = (a_k^2-1)/2 = 2k^2+6k+4
c_k = (a_k^2+1)/2 = 2k^2+6k+5
Then a_k, b_k and c_k are the lengths of the sides of a right angled triangle and they are integers, e.g. (3,4,5), (5,12,13), (7,24,25).
Then the point ((4a_k)/c_k, (4b_k)/c_k) satisfies x^2+y^2=4 and x, y in QQ.
Since there are a countably infinite number of choices for k, there are an infinite number of points (x, y) with rational coordinates at a distance of 4 from the origin.