SWRL rules can be edited in Protégé 4, but not with a nice interface like in Protégé 3. If you go to menu Window -> Views -> Ontology views, there is an option Rules. Select it and add it as a "view", i.e., a rectangle in the current tab. Rules are written like this:
parent(?x,?y), brother(?y,?z) -> uncle(?x,?z)
where properties are written as binary predicates, classes as unary predicate, variables are prefixed with question marks, head is separated from body by ->
and constants are just written without the ontology prefix. It does not work if the properties, classes and individuals you use are not previously defined in the respective tabs.