1. Login to your Facebook account.
2. Now at the top right side, go to Account > Account Settings.
3. Now in the account settings page, You will see a line like "Download Your Information" with "learn more" link . Click on the learn more link.
4. Then you will come across a page like below.
5. Now click on download. And you will be prompted with downland confirmation. Again click on download. Then press OK.
6. Last time facebook will tell you that, "(Your download is currently being generated. You will receive an email when it's ready.)"
7. So after few times you should check your E-Mail account that is associated with this Facebook account. Facebook will send you link to thet email address. Click on this link, enter your Facebook password and download the zip file that contains all your Facebook data.