This is fairly common with SMUs and DMMs to help with any voltage drop between the instrument and DUT. The two tutorials below show how to configure a 4-wire measurement through a switch and how to minimize any errors introduced by the switch.
Also, consider posting your question on either "Digital Multimeters (DMMs) and Precision DC Sources" or "Switch Hardware and Software". Those forums are monitored by the same group of engineers who support PXI as opposed to the MATRIXx tools. If you have specific questions about wiring, programming, or grounding 4-wire measurements that forum will be more responsive to your questions.