You can do it following the example master page in documentation
. Note the path to App_Master is different in Sitefinity 4. After you create the template and place it in App_Master you need to go to the backend Design->Page Templates --> create new --> select From Template there will be listed the default templates and at the bottom there is an option "upload your .master file" .
I hope this helps. Write back if you need further assistance.
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