You can download historical data from the MT4 trading platform, by clicking on:
Tools > History Centre – then choose a trading instrument and press the ‘Download’ button. History will then be available on your trading platform, so 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 history for 1 month, etc.