How to unlock the iPhone 4? it ask for iTunes connection

Start here: https://support.apple.com/en-us/HT204306

Do you mean:

• Activation Lock —>Activation Lock for iPhone, iPad, and iPod touch - Apple Support
• Carrier Lock—>How to unlock your iPhone for use with a different carrier - Apple Support
• Passcode lock—>If you forgot the passcode for your iPhone, iPad, or iPod touch, or your device is disabled - Apple Support
• SIM PIN lock—> Contact your carrier for a PUK
• Apple ID lock—>If your Apple ID is locked or disabled - Apple Support

Only the carrier the device is locked to can unlock it.

How to unlock your iPhone for use with a different carrier - Apple Support.

• That is my last link—>Apple ID lock—>If your Apple ID is locked or disabled - Apple Support