std::list does not have a random access iterator, so you have to step 4 times from the front iterator. You can do this manually or with std::advance, or std::next in C++11, but bear in mind that both O(N) operations for a list.
#include <iterator>
#include <list>
....
std::list<Student> l; // look, no pointers!
auto l_front = l.begin();
std::advance(l_front, 4);
std::cout << *l_front << '\n';
Edit: The original question asked about vector too. This is now irrelevant, but may be informative nonetheless:
std::vector does have random access iterators, so you can perform the equivalent operation in O(1) via the std::advance, std::next if you have C++11 support, the [] operator, or the at() member function:
std::vector<Student> v = ...;
std::cout << v[4] << '\n'; // UB if v has less than 4 elements
std::cout << v.at(4) << '\n'; // throws if v has less than 4 elements