Please help. Baby hamster!

[Cujo]

So I rescued a baby hamster, he's only 4 weeks old. He's super tiny I really need your help HC c! I took him to a vet and they told me he looked just fine for his age, but really couldn't give me any recommendations on how to properly care for him! Just To give him food and water and he will do what comes naturally.
I don't know, does he still need milk? What kind of milk do I give him if so, can he eat hamster food so young? I gave him water and a couple pellets of hamster food, what else to do!!?!

All help is appreciated! Don't be afraid to get detailed!

P.S. I've nicknamed him Little Bear! ^-^