Service Pak4 Windows 2000

Umm, yeah. You can burn a serivice pack file to CD. Just download it, and burn the file!
Now, if you want to take Win2K source CD and ADD Service Pack 4 to it, and make a new Win2K source cd that has the sevice pack on it, you can do that too! It is called "slipstreaming" and you can get step-by-step instructions here:
http://www.theeldergeek.com/slipstream_01.htm
(please remove any spaces)

Yes you can. It can be downloaded here:

http://tinyurl.com/2urd8

Click on SP4 Network Installation

Check out the option of slipstreaming suggested by J. Moore. It works great.

http://www.microsoft.com/windows2000/downloads/servicepacks/sp4/default.asp

You can get it from microsoft.