Can training each muscle group 4 to 5 times a week cause any harm?

That depends on how hard you are training each muscle group. This not only refers to the amount of weight you are using, but also how many sets and reps you do. For example, you could be lifting light weights but do a lot of sets and reps, therefore making the workout very hard. Likewise, you could go somewhat heavy but only do a few sets, making the workout not very hard. If you train a muscle group fairly hard one day through a combination of higher volumes and intensities, it is probably best to wait at least 48 hours before training that muscle group again.

You could train that same muscle group the day after a hard training session as a means of active recovery, but this training session should be very easy. If you train a muscle group too hard and too often, this can definitely lead to overtraining and overuse injuries. Therefore, I generally recommend training a muscle group 2 and up 3 times per week depending on the muscle group (abs, forearms, calves).