well it’s very simple

1-go to account  settings page from  your facebook navigation
(https://www.facebook.com/editaccount.php?ref=mb&drop)

2-you will find (Download Your Information) click on learn more
(and now you can download all your your information, including your photos and videos, posts on your wall, all of your messages, your friend list and other content you have shared on your profile.)

3-enter your password to verify your account

4- facebook will prepare a backup of all your data, and send you an email with a download link when it’s ready