If you have 4 weeks worth of leave, then yes it is possible to take 4 weeks solid leave.
Of course, all leave is subject to the requirements of the service, you could be recalled back to unit at any time and any leave might come with recall restrictions i.e. you must be able to get back to your unit within x hours.
Think about it robbie. You will be on a training course. Do you think you will be able to catch up on four weeks' work on your return or that the other course members will hang around doing nothing whilst you're away?