"My Samsung Note 4's screen is broken, all the data exist inside the cell phone, USB debugging is not open, how to export all the data including text messages, photos and contacts, etc from my phone? Because the phone does not unlock the screen, so the phone is not connected to the computer, to export the phone data."

The above situation is very common, in fact, to recover data from broken Samsung Galaxy phone, what you need is just the Samsung Data Extraction.

To recover lost and deleted data like contacts, text messages, whatsapp messages, call logs, photos, videos, audios and even apps' data from your Samsung Galaxy devices, what you need is just the Samsung Galaxy Recovery, which can helps to get back your Samsung data without backup. Besides, with its help, you can also one click to unlock Samsung phone, fix a bricked Samsung, root your Samsung, backup & restore your Samsung data, etc.

Related: Transfer Data from Samsung to Computer