You can download historical data from the MT4 trading platform by clicking on:
Tools > History Centre – then choose a trading instrument and finally press the 'Download' button.
History will then be available on your trading platform so that you can click on:
File > Open offline > Open Offline Chart.
Please note that the longer the time frame, the longer the available history will be. For example, M5 history is available for 1.5 weeks, M15 records for one month, etc.