While styles can differ, I would do something like this:
The Four Nobel Truths are: (1) Dukkha, desire to want what you had and not wanting what you did not have; (2) Samudaya, suffering comes from wanting stuff; (3) Nirodha, stopping Dukkha will assist reaching Nirvana; and (4) Magga, which is the pathway to end the suffering through following the Middle Way.
Of course, you can use a colon differently:
The Four Nobel Truths are (1) Dukkha: desire to want what you had and not wanting what you did not have, (2) Samudaya: suffering comes from wanting stuff, (3) Nirodha: stopping Dukkha will assist reaching Nirvana, and (4) Magga: which is the pathway to end the suffering through following the Middle Way.
Or you can use parentheses differently:
The Four Nobel Truths are Dukkha (desire to want what you had and not wanting what you did not have), Samudaya (suffering comes from wanting stuff), Nirodha (stopping Dukkha will assist reaching Nirvana), and Magga (which is the pathway to end the suffering through following the Middle Way).
Those are just a few possibilities. There is no single "correct" way that this must be punctuated. A different, but still workable, alternative is to use a vertical list:
The Four Nobel Truths are:
- Dukkha. Desire to want what you had and not wanting what you did not have.
- Samudaya. Suffering comes from wanting stuff.
- Nirodha. Stopping Dukkha will assist reaching Nirvana.
- Magga. Which is the pathway to end the suffering through following the Middle Way.