In short, you see the volume/tick distribution in the candle, not only accumulated over the whole bar (default) - that's the cluster box. When you want to see it subdivided into Bulls and Bears, you call it footprint. This way you can be pretty sure that a Bearish candle (how a normal chart viewer see it) isn't Bearish but actually Bullish or res versa. For beginners in volume/ticks footprint may be a bit more handy.
It records the ticks because the data history for MT4 doesn't save ticks. So you need to let run your MT4. Depending on your tf you must choose different box sizes: for M5 is 20-30 ticks ok, M15 30-50. Try things out. The file you find in your C:\Users\YourPC\AppData\Roaming\MetaQuotes\Terminal\long_random_number_here\MQL4\Files folder and calls XXXYYYtemp.tks
After 2-3 weeks I archive the file and let begin a new file, because it slows the start of MT4 a bit when growing big.