Step 1: Open Facebook General account Settings.
Step 2: Click on -- Download a Copy of your Facebook Data.
Step 3: Click on Download Archive Button, Then enter your Password to Continue, This is a Security Step by Facebook.
Step 4: After entering your Facebook Password, Click on Submit, Now 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. Download it.
Step 6: Now After downloading the file. Unzip it and open the folder where you will find your messages, photos, videos. Pokes, Friend list etc. The Files will be in .html format. Now open the file in your browser where you will have access to all your data.