We investigate generalized nonlocal coupled nonlinear Schorödinger equation containing Self-Phase Modulation, Cross-Phase Modulation and Four Wave Mixing involving nonlocal interaction. By means of Darboux transformation we obtained a family of exact breathers and solitons including the Peregrine soliton, Kuznetsov-Ma breather, Akhmediev breather along with all kinds of soliton-soliton and breather-soltion interactions. We analyze and emphasize the impact of the four-wave mixing on the nature and interaction of the solutions. We found that the presence of Four Wave Mixing converts a two-soliton solution into an Akhmediev breather. In particular, the inclusion of Four Wave Mixing results in the generation of a new solutions which is spatially and temporally periodic called "Soliton (Breather) lattice".