Why wont this randomly generate for each loop?

Your random variable needs to be a static field rather than a local variable so that it is seeded just the once.

Try it like this:

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;

namespace ConsoleApplication1
{
    class Program
    {
        private static  Random rnd = new Random(); // moved here

        static void Main()
        {
            turn();
            Console.Read();
        }

        static int DiceThrow()
        {           
            int rolled = rnd.Next(1, 7); //random number from 1 to 6
            return rolled;
            // return int.Parse(Console.ReadLine());
        }

        private static void turn()
        {
            for (int i = 0; i < 4; i++)
            {
                int numrolled = DiceThrow();
                Console.WriteLine(numrolled);
            }
        }
    }
}