If you don't have a Facebook Application, you will need to make one. Here are some external resources that can help you:
Control Panel Setup
You don't need to do any setup in the Control Panel other than creating a Connection that uses the Facebook authentication type.
The only thing you need to authenticate a Facebook user is their user access token. If you host your game on a Facebook canvas page, it should be available to your game there. If you use SiteBox, it will be automatically passed into your game as a flashVar.
Once you have a Facebook access token for a user, you can call Authenticate like this: