I'm playing episode 4 of the series and have picked up the eavesdropping device in two separate games, but it isn't in my inventory when I try to use it on the window. I don't know what to do at this point.

Melia,

Did you pick up the eavesdropper when you are already in episode 4?
There should be one at the kitchen in the box together with the wrench.

The game won't let me get into the kitchen. I can only go to the dining room or outside. I picked it up in the dining room behind the Major. The first time, I picked it up later in the beginning part of the game. The second time I did it the way the walkthrough stated and picked it up right at the beginning. Both times it wasn't in my inventory when I scrolled through it.

My mistake - dining room.

Can you see if there is anything that looks like that thing on top of Gromit's head anywhere in the screen.

No. He doesn't have it on his head. But he picked it up. I don't know where it is.

Edit: I just went back into the game and found something in that box behind the Major again. Picked it up. It's not in my inventory!

I was about to post that - I watched the part 1 of the video below and saw the box.

Check this video also at around 8 seconds to see how to use it.

Have fun.

Wait a minute! Where did that panel on the right come from? I've been using the mouse scrolling function.

Edit"\: I found it.

Hahahaha. Have fun.