I would start with harness training. Get an H style harness that will fit your rabbit. Get him used to wearing the harness.
You also need some equipment. I would recommend at least 2 jumps so he can learn to do more than one at a time. You can build more as you need to, but 2 is good to start with. When making them, having the poles closer together can be helpful so there isn't as much space they he thinks he can go through the bars and so when you increase the height it is not a lot higher than the last pole.
When you are training, have the harness on. If you find that he is harder to keep focused or will try to run off, a leash is a good idea to keep him on track and more focused. Place him in front of the jump with only 1 pole on the jump. Direct him so he doesn't have much choice but to go over the jump, only use your hands to direct. You can also try tickling him to get him to move. Where you tickle varies from rabbit to rabbit, but it is usually under the belly or around the bum or hips. When he goes over, give him some praise and maybe a treat (mine aren't food motivated though). Get him used to just going over the jump before you raise the poles or add more jumps. Once he does understand what you want, you can add a pole and add another jump. Most rabbits learn what to do fairly quickly, usually taking less than an hour to understand what you want.
If you want to do the agility, you will need other obstacles. Training them is pretty similar to the jump, just put them in front of it and get them to climb it. It is important that they don't try to jump off and complete the whole obstacle. Some rabbits don't like the contact obstacles (A frame, bunny walk and teeter totter) as much, so may need some extra help to do them and to be more confident with them.
Since he is only 4 months old, don't go too high. 2 or 3 poles (depending on the height) is enough until he grows more and matures. You don't want to stress his joints too much. Once he gets past 6 months old, you can work on higher jumps, but still don't push too hard.
