You’ll notice none of their download links now work, is this due to them linking previously to the Version 3?
It is more because there is now a new website and the layout of the download section is changed. You should probably notify their webmasters so that they can update the links.
they say to specify ‘Unix’ and ‘GNOME’ for the connection, but in the new version 4 I can see no way of doing this
With client 4, it’s no more necessary to pre-configure the session: when you connect to server 3.5.0 you will have all the available session types listed.
About connecting to the server, did you read this article? It explains how to connect using the client 4 to a 3 server.