Unfortunately Sencha does not directly give you access to Extjs 4. Their download SDK links lead directly to the newer version of Extjs (currently 6). Although you can still find websites that are hosting the library files (I will have to leave you to it since Extjs is under the LGPL license for open source software on which you must agree).
Once you have the library downloaded all you have to do to use it in any of your HTML pages is create two bindings to the library, one to the .js files and one to the .css
Details can be found on http://docs.sencha.com/extjs/4.2.0/#!/guide/getting_started