It can actually be counter-productive to try to explain anything to a four year old during discipline.
In the example you give of taking the toy from his brother I am sure you have tried taking the toy, handing it back to the brother and stating simply, "Your brother had that first." in a calm fashion. I'm guessing the result was a tantrum.
My take on that one is let him have the tantrum but he has to have the tantrum in his room (or wherever is reasonably convenient) away from you and from brother. He can come back to play when he is done having a tantrum and ready to follow the rule that he may not take toys away from brother. No explanation necessary.
You'll have to deal with tantrums for a little while, but if you stay strong, don't give in, take a deep breath and enforce calmly he will get the point without you needing to force eye contact, lecture, or lose your own cool. If he needs to have a conversation with you where you explain the rule, be open to that after he is calm and ready to talk. This is the time to label his emotion as jealousy, to negotiate with "replacement toys" and to discuss turn-taking.