Yes, the PS4/PS4 Pro are fully compatible with the SXFI AIR C. You will need to separately purchase the appropriate USB C-to-A cables as needed, which are not included.
Before using your SXFI AIR C with PS4, you will need to do a one-time setup of the SXFI AIR C with your profile, using an Android device. Do note that the USB audio is only available in stereo when connected to PS4/PS4 Pro.