Tetra means four, and the thon/thlon ending generally means event. Therefore, a Tetrathlon is an a contest where four successive events are taken place.
You could have figured this out from simple recognizing the prefix and seeing what words are related. A Triathlon is a contest where three events take place after the other. Tetra replaces Tri, but the idea of the word stays the same.
The events of a tetrathlon are shooting, running, swimming and cross-country riding.
Tetrathlon is a modified version of the Modern Pentathlon, composed of 4 out of the 5 disciplines of Modern Pentathlon. There are different versions of the tetrathlon, comprising a different set of four events The Tetrathlon events held by the international governing body of modern pentathlon (UIPM, Union Internationale de Pentathlon Moderne) comprises the individual events of swimming, running, shooting and fencing (no equestrian events). All four events take place on the same day. The winner is the athlete with the most points accumulated from each event.
There are loads: just google 'tetra' followed by a random letter and it will suggest words heres some I quickly did: tetrahedron tetraclycline tetrelysal tetraethylammonium tetrabenazine tetrad tetralysal tetrameter tetramap tetramer tetradon tetrapod tetraq tetrarch tetrathlon