Scammer sends bad check to person. There is no real money attached to this check - it's totally fake. A check is like a promise. Except there's nothing to back it up in this case.
Person deposits check and sees their "available funds" go up as expected. This is just the bank trusting that the check is real.
Scammer asks the person so send back real money (cash, wire transfer). This type of transfer is not a promise against a bank account like a check, it is immediate and acts just like cash.
Person believes that they're not actually losing anything because they believe the check was real, so they send back real money. The scammers have now exchanged an worthless piece of paper for actual money.
Later, the person and the bank realizes that the check was fake. There was never $4,000. But you still sent real money to the scammers. They have that money, your money, and you can't get it back. So you end up paying $4,000+ of your own money from savings or checking, plus any overdraft fees.
Basically, this scam is a way to trick people into sending you free money.