how do i record a tv show on my apple tv 4K?

You don’t. There is no DVR option on an Apple TV, and its for the most part its unnecessary. Content on an Apple TV is on demand, which means you can start to watch it any time you want from the beginning. So recording makes no sense.

For content from certain apps such as Sling TV or other live TV providers, the app itself should offer the DVR option directly within it. So check the App for such an option.

You don't: it has no recording facility. It's designed entirely for streaming, either on demand, or streamed live transmission.