How do I change between heat and cooling modes on the T4 Pro?

First, unlock the thermostat if needed by pressing the center button and entering the passcode (default is 1234). Then press and hold the buttons for about 3 seconds to access advanced settings, use Plus or Minus buttons to navigate to 'TEST,' and press Select. Use the buttons to choose the desired mode: 'Heat,' 'Cool,' 'Fan,' or 'Em' (emergency heat), then press Select to activate it.

From the official Honeywell T4 Pro Thermostat manual, page 2

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