If you are installing a third-party Expert Advisor, you need to perform the following steps:
Click on the "File - Open Data Folder" in MT4:
In the opened window proceed to the MQL4 - Experts folder and place the Expert Advisor you use there:
In the "Navigator" pane in MT4, right-click on the "Advisors" group and press "Update":
Find the Expert Advisor in the list and start it by double-clicking the left mouse button or "drag" it to the chart and set the required parameters:
Press the "AutoTrading" button and check the icon of the Expert Advisor: if it lights up with a green icon - the Expert Advisor works, if not - check the configurable parameters: