There's a theorem that states that
for any finite group $G$ there exist a field $F$ with finite separable normal extension $E \supset F$ such that $G\cong \mathrm{Gal}(E/ F)$.
Is there an algorithm or a methods that allows to find such $E$ and $F$ with given $G$? I'm mostly interested in cases $G=V_4,D_4,C_4$.
$\newcommand{\Q}{\mathbb{Q}}$$\newcommand{\Set}[1]{\left\{ #1 \right\}}$There is a result, called Artin' s Lemma that tells you the following.
Now let $G$ be a finite group. Without loss of generality, you may assume that $G \le S_{n}$ for some $n$. Let $$ E = \Q(x_{1}, \dots, x_{n}) $$ be the function field in $n$ variables. Then $G$ acts on $E$ as a group of automorphisms, by permuting the $x_{i}$ and we are done.
Your special cases can be dealt with in an easier way.
For $V_{4}$, take $\Q(\sqrt{2}, \sqrt{3})/\Q$.
For $D_{4}$, take $\Q(\sqrt[4]{2}, i)/\Q$
For $C_{4}$, take $F(\sqrt[4]{2})/F$, where $F = \Q(i)$, or $\Q(\omega)/\Q$, where $\omega$ is a primitive fifth root of unity.