Step 1: Read the question.
We must name the PCR step in which primers bind to the DNA strands.
Step 2: Recall the PCR steps.
One PCR cycle has three steps: denaturation, annealing, and extension.
Step 3: Look at denaturation.
At about $94$ to $96^\circ\text{C}$, the double strand separates into single strands. Primers cannot bind yet because the heat is too high.
Step 4: Look at annealing.
The temperature is lowered to about $50$ to $65^\circ\text{C}$ so the short primers can hybridize to their complementary spots on the single strands. This is where binding happens.
Step 5: Look at extension and ligation.
In extension (about $72^\circ\text{C}$) the polymerase adds nucleotides from the already-bound primers. Ligation is a separate cloning step, not part of PCR.
Step 6: Conclude.
Primers bind during the annealing step, which is option (4).
\[ \boxed{\text{annealing}} \]