It's very basic concept but for people who never used MT4 before it's still a very useful information.
First of all, before using of experts, one has to set them up first. Working parameters common for all experts are defined in the client terminal settings window. This window can be opened by the "Tools — Options" menu command or by pressing of accelerating keys of Ctrl+O.
Make sure you checked Allow automated trading. Otherwise the EA will not take any trade even if you load it on chart.
You should see a smile face at the top right corner of your chart when autotrade is enabled.
Otherwise, it will be a unhappy face.
Shutdown
To shut down an expert, one has to remove it from the chart. Expert must have been deinitialized before it is shut down. To remove an expert from the chart, one has to execute the chart context menu "Expert Advisors — Delete" command or attach another expert to the same chart. Besides, the expert can be removed from the chart at profile or template change.
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