LMZ31710: LMZ3170 layout

Yang is correct, C4 is the high frequency bypass capacitor. The recommended value in the datasheet is 0.1 uF. Just for your reference, the other capacitors are:
C1 = electrolytic input capacitor
C2 = ceramic capacitor at the PVIN pins 1, 39 and 40
C3 = ceramic capacitor at the PVIN pins 11 and 12.

I agree, it may be a little confusing. The layout guidelines do not necessarily apply specifically to any of the design examples. Based on the the layout shown, I agree with Yang that C4 is the high frequency bypass capacitor. While he suggested C4 = 1 uF, the datasheet specifically recommends 0.1 uF for the HF bypass. While I do not directly support the LMZ31710 module, it is a good idea to locally bypass the PVIN pin to GND. Since LMZ31710 has the PVIN pins located in two distinct locations, I would place a capacitor near each. In addition to the electrolytic C1, the datasheet recommends a minimum of 44 uF of capacitance fro PVIN to GND. You have to take into account the dc bias characteristics of ceramic capacitors. As the applied voltage increases towards the rated voltage, the actual capacitance can decrease drastically below the nominal capacitance. You may want to place 47 uF at both C2 and C3 location. You could alternately place 2 x 22 uF at each location. It all depends on the derated value. Just be sure it is greater than 44 uF. In the layout example VIN is tied directly to PVIN. If you use a separate VIN voltage, bypass that locally at pin 3 with 4.7 uF. Hopefully this will clear it all up. If not the normal support person should be back after the holiday. Let me know.