Hi

How you guys have learnt the MT4 language? Are there any books, website,...?

Thank you for your help

If you know nothing about programming, I would strongly recommed you learn C first, the MQL will just be a matter of learning the API. If you learn C you will be able to step though programs using debuggers, where as with MQL you don't have a debugger, this will help you develop an eye for stuff which is wrong.
There are MQL tutorials about (search for 'codersguru') but I imagine they are pretty tough going if you don't have a programming background.

Check out Coders' Guru's lessons. They are the best around.