(I have already installed the ccp4i, but seems not easy to know how
to get the map)
The CCP4 file is a map. Once the map is loaded into PyMOL you can choose how you want to represent the data: isomesh, isosurface, slice, gradient, or the new volumes. To make a new representation for the map choose one of those from the "A" (Action) button.
2] For small molecular (ligand), the ccp4 is the best way to obtain
its electron density map?
PyMOL natively reads these maps, so you don't need ccp4i or any special plugins.
-- Jason Vertrees, PhD PyMOL Product Manager Schrodinger, LLC