if only 4 weeks I would say vets ASAP! My guesses would be possible kennel cough (have your other dogs been vaccinated for this?) or a respiratory infection (pneumonia?) both of which are potentially very serious with tiny pups. if they need antibiotics the sooner the better to give the best chance of knocking it on the head before it gets a hold..
I guess less serious possibilities could be an allergy of come kind. have you recently changed their bedding or changed anything else in their environment?
how long have they been coughing? are they still feeding? if they are feeling poorly then do make sure they are kept warm.
good luck