The S4 utilizes the HP2 caliper design which uses 8 small brake pads just on the front of the car. The brake pads them selves are super easy to change if you know the trick for it.
If you just wanna change the pads what you need to do is remove the wheels, take off the anti-rattling clip, then use a pry bar in between the caliper and the rotor to collapse the pistons in the caliper.
Now with enough room you can pull the pads straight out of the top of the caliper without un-bolting anything, just do one pad at a time and keep compressing the caliper pistons with the pry bar until all 4 pads are installed,
repeat the process on the other side.
Now to do the rotors is another story, your gonna need either a 21mm or 22mm deep well socket to remove the caliper support bracket. It may be hard to get at the two bolts because the brake lines can get in the way, just turn the spindle left or right until you can get access to the bolts. Once you have that un-bolted make sure you remove the electrical connector for the brake pads if you haven't taken them out already, with the caliper out of the way use a coat hanger or a bungee cord to hang it from the upper control arms so its not hanging by the brake lines.
There is usually a small screw holding the rotor onto the hub so take that out and bang the rotor off with a hammer if needed. Install all the new parts in reverse order and tighten the caliper bracket bolts to 100 ftlbs.

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2001 Audi S4 2.7T Biturbo (sold)
2000 Audi A4 1.8T