There are some great books out on agility, and also on line, just punch in agility in dogs on google and see what you get. Four months old is not too young. You could start with teaching her to jump over a lead and then work up to something a little bigger, then get some pvc pipes and make your own jumps, (little cheaper than buying from the book) you can also use the pvc to set up weaves.
actually, dogs should not be doing agility till at least one year old because of the jolts on their joints with the jumping. it can harm their joints. you could set up the tunnels and try the see-saw, though. what you need to do is take her through basic obedience and then to an advanced class to get off leash control. then take an agility class. you can set up things in the back yard to do once she is old enough.
from what i understand your dog needs to be trained reliably off leash since agility is all off leash. also until her bones are done growing agility is too stressful on their developing joints. you shouldn't do any agility with her until her growth plates have closed.