Gears of war is only 4K on PC, and is also an Xbox/PC only game, it won't be on Playstation. Some games on PS4Pro are native 4K, like Rez or The Last of US:Remastered. Some games scale up to 4K like Horizon, using software tricks. These games aren't native, but are much higher resolution than 1080p, and have HDR added to enhance color and graphical effects. DF have done a great job showing the difference between checkerboard rendering (Sony's software for getting big games to 4K) to native 4K running on high-end PC, and can be found on youtube. It's very close, and you should be able to see for yourself soon.
Note: If you are going to get a PS4 Pro, or want to see one in action, I advise you to visit your local Best Buy and test out different TV sets that have HDR.