Hi robfx,
You can import CSVs into MT4 using the standard predefined bar format for your export:
{BarBeginTime:yyyyMMdd},{BarBeginTime:HH:mm:ss},{Open},{High},{Low},{Close},{Volume}
Of course, you can only import bar data into the history center – not tick data. If you are ok with merely using the historical bar data from MT4, you should not need to launch MT4 with the Tickstory launcher. The Tickstory launcher is specifically for users that would like to generate tick-accurate back-tests.
The ‘Weekend data’ option is only available on the MT4 Data export for the time being. There is a check-box under the date selection range which allows you to include exclude (default) weekend data.
Hope this helps.