Step 2: Once you open your general settings, you will see Download a Copy of your Facebook Data, So click on it to.
Step 3: On the Next page you will see a Download Archive Button, Click on it and you will be prompt to enter your Password to Continue, This is a Security Step by Facebook.
Step 4: After entering your Facebook Password, Click on Submit, On the next screen you will be shown that the download link for your data will be sent to your email id which you used to create your facebook account.
Step 5: Wait for Few Minutes, check your mail. You will see a mail from facebook in your Inbox with Downloading link ready for you to download all your data.