Each pin of the connector is capable of 6A, but on the 4 pin, only two are power (and two ground), so 12A @ 12V = 144W. Thus, since manufacturers round off TDP for CPUs, a 4 pin supports up to 140W CPU.
i5-9400F is only 65W TDP, so you could even o'c it a fair amount before you hit the ceiling of 144W, though personally I'd prefer to stay with 90W or lower CPUs with only a 4 pin connector. More margin more good.
How do I connect the 4-pin ATX 12V power connector? Is the PSU missing that?
Judging by the replies
here and
here, it sounds like this connection is unnecessary in many cases.
You connect it where it plugs in, is keyed to only fit one way. You either have a 4 pin connector or 8 pin. If you have the 8 pin you don't need the 4 pin, or if you have the 4 pin you don't need the 8 pin unless your CPU is more than 144W TDP.