Human babies pee where they shouldn't because they aren't potty trained. But that's not why your kitten does it. If the fuzz ball does use the litter box but also pees on your bed, chances are he has a health or behavioral issue. At 4 weeks old, kittens should instinctively eliminate only in dry, loose material.
Urinary Tract Issues
Urinary problems are one reason why your kitten might urinate on a bed. These include urinary tract infections, kidney stones and feline cystitis, or inflammation of the bladder. All of these cause pain when urinating. If your kitten has one of these conditions, he could be associating his urinary pain with the litter box. Cats who have a urinary tract problem and associate pain with the litter box seek other places to eliminate.
Your kitten could be urinating on the bed because he is trying to designate it as his own. This is called urine marking or territory marking. It is most common in unneutered adult males. However, both neutered boys and spayed girls sometimes do it in multi-cat households. This is because cats leave scent markings in their territory to let other cats know it is theirs.
Cats of all ages are extremely sensitive to change. Things that humans take little note of can be very stressful to them. Your kitten may be urinating on the bed because he is upset or stressed by some change in his routine or environment. Moving to a new home, adding a pet or losing one, or a change to the household routine could cause him to rebel by urinating in places he knows are inappropriate.
The Litter Box
Your kitten could be objecting to something about his litter box itself. If you have switched brands or types of litter, he may not like it. Or, the litter box could be difficult for him to get into, or it could be in an inconvenient location. Further, you might not be cleaning the litter box well enough or often enough. Cats of all ages have a much more sensitive sense of smell than humans. If the litter box smells bad to you, it smells even worse to him. Using a dirty litter box is to your kitten like using a dirty portable toilet to a human.