You might think to make four separate compartments out of four separate pieces of hide. However, the Torah said that it will be "remembrance" - one remembrance, and not two or three. How do we reconcile this? We take a piece of hide and shape it into four connected compartments. Then we take one scroll and write the four required passages from the Torah on it, and bend them and insert them in such a way that each passage goes into its own compartment.
However, the tefillin that goes on the arm, about which the Torah says "it will be a sign for you," consists of one compartment, with the scroll containing four passages.
Art: Harmenszoon van Rijn Rembrandt - Portrait Of An Old Man Rabbi