My 4 days old sleep on his side. I put him on back and in few hours he takes the side position himself. Is it safe for him to sleep on side ? What should I do to keep him on his back?

Some babies do tend to roll to their side from a very early age,
Red Nose does not recommend any type of restraining product to try to keep baby on their back, but does recommend always placing baby on back for sleep.

Red Nose does not recommend positional products such as anti-roll devices and items that fasten a baby into a sleeping position.
Products that restrict the movement of a baby or a baby’s head should not be used.
This is because there are no Australian Standards for these products and case studies have shown that these products can be unsafe.
https://rednose.org.au/article/is-it-safe-to-use-products-designed-to-keep-baby-in-a-particular-position

You could try wrapping him with his arms out.
Some babies prefer arms out of swaddle.