Welcome to GF. Is the other female you want to put in there the same age and size? Did you hatch out the 4 week old one or did you get it somewhere? What about the female you're thinking of adding?
Here are my thoughts:
--your 4 week old can only be housed with someone its own size
--if you are getting the female from somewhere else, she needs to be quarantined from any other gecko in a separate enclosure for at least a month to insure no one has a pre-existing or stress induced illness
--many people are probably going to say that a 5 gallon is way too small for one leo let alone two, but I do realize that this is a 4 week old. Technically, two 4 week old geckos could, in my opinion (but not in everyone's opinion) be kept in an enclosure that size but not for long
--many people feel strongly that all leopard geckos should be kept individually. I don't, but you'll probably hear the other opinion as well
--in my opinion, you should consider getting a good sized enclosure, like a 20 gallon long and putting your female in there. After a quarantine period, you could try out both geckos together in the bigger enclosure, provided that they're the same size and that you're sure the 4 week old is not a male.