By a primitive 4th root of unity, I assume you mean a y such that y4 is 1 mod p, but no smaller power is 1. Now if you know about cyclic groups, your problem is easy. However, even without this here's a proof.
There is a primitive 4th root of unity mod p if and only if 4 divides p-1.
Proof of only if:
Let x be a primitive root mod p; i.e. every non-zero element of Zp is a power of x. (You need to know such exist.) So suppose y=xm is a primitive 4th root. I need the following fact: the order of xm mod p is (p-1)/gcd(m,p-1). (Order is the least positive power k with (xm)k = 1 mod p; this is a standard result from cyclic groups. But it's not hard to prove separately.) So p-1=4gcd(m,p-1) or 4 divides p-1. QED.