This article explains what an MQ4 file is and how to open one. It also describes how to convert an MQ4 file to another format, such as EX4 or C#.
How do I import an Expert Advisor (EA) ex4 file into Meta Trader?
A file with the MQ4 file extension is an MQL4 source code file. It contains variables and functions, as well as comments, related to the MetaQuotes Language 4 programming language.
You can read much more about this format and MQ4 files at MQL4.com.
Open MQ4 files with the MetaQuotes MetaTrader platform. However, since they are linked to version 4 of the program, you probably won't be able to use them in newer versions such as MetaTrader 5.