Mr. Le always includes four seafood items on his menu: shrimp, catfish, scallops, and squid.
The colon should be used after a complete sentence. This sentence is written correctly because "Mr. Le always includes four seafood items on his menu" is a complete sentence by itself. The colon that follows indicates that the list clarifies which seafood items are included. The other option are not correct because the information before the colon can not be complete sentences by themselves.