We don't need to appeal to the use of the complex exponential--the polynomial can be factored directly by "completing the square" in a clever way. Observe:
$$
z^4 + 1 = (z^4 + 2z^2 + 1) - 2z^2 = (z^2 + 1)^2 - 2z^2 = [(z^2+1)-\sqrt{2}z]\cdot[(z^2+1) + \sqrt{2}z].
$$
In $\mathbb{R}$, this would be as far as we can go in factoring, because the resultant quadratics has discriminant $\Delta = (\pm\sqrt{2})^2 - 4\cdot1\cdot1 = 2-4 = -2 < 0$. But in $\mathbb{C}$, we can just apply the quadratic formula:
$$
z^2 \pm \sqrt{2}z + 1 =0 \implies z = \frac{\mp\sqrt{2} \pm \sqrt{-2}}{2} = \frac{1}{\sqrt{2}}(\mp1 \pm i).
$$
Hence the four roots are
$$
z_1 = \frac{1+i}{\sqrt{2}}, z_2 = -\frac{1+i}{\sqrt{2}}, z_3 = \frac{1-i}{\sqrt{2}}, z_4 = -\frac{1-i}{\sqrt{2}}.
$$
This factoring technique can be used to solve any quartic in $\mathbb{C}$ where only even powers show up.
Edit: This technique was given in the linked answer here--more discussion on the same polynomial is given there.