ZIP file of SP Page Builder Pro 4.01 is missing at least two files. Without them creating a new page or trying to change settings will only show an empty page:
/components/com_sppagebuilder/assets/js/vendors.js
/components/com_sppagebuilder/assets/js/dashboard.js
I found them in the free version and copied them to the folder.
This is just a very bad mistake and it cost me half a day of work. You should properly check your installation files!
It seems, that these files are different at free/pro version, because I can't install a different language. At some options a "Pro" sign is shown although I´ve installed and licensed the Pro version.