I might refer to 5 in the evening, especially if it was dark, but I would never refer to 4 in the evening (or even 4.30 in the evening), even if it was expected to be dark - nor do I recall hearing others do so.
6 is probably the most conventional dividing-line: for what it's worth, Lexico defines the evening as "usually from about 6 p.m. to bedtime" ( Lexico ).
Note: there is no such thing as "16:00 o'clock". We only use "o'clock" with twelve-hour times. We also usually only add phrases like "in the evening", "in the afternoon", "this evening" to 12-hour times - it would be unusual to say "at 16:00 this afternoon", because the main purpose of the phrase "this afternoon" is usually as a disambiguator to clarify that you don't mean 4 a.m. That's not needed when you're using the 24-hour clock. We would definitely not say "16:00 p.m." (this is occasionally seen, but is an error). Of course, in the US the 24-hour clock is rarely used except in a few specific contexts (and is so far removed from ordinary life that it is dubed "military time"); in the UK, it is fairly common in writing, but the 12-hour clock still predominates in speech except when discussing or relaying times that are written in the 24-hour format.