By creating an application in Facebook, you are immediately an administrator of all comments. Regardless of how you setup comments on your site (using the Content plugin to automatically add them to articles, the {JFBCComements} tag on specific pages, or the JFBCComments module), you can delete comments as you see fit when you view the page.
For advanced options, if you want to have specific Facebook user's also be able to moderate comments on your site, you can do so in the following way:
* In the JFBConnect configuration area, hit the social configuration tab
* Click on "Open Graph"
* Enable the Open Graph integration
* In the big box, add the following line:
admins=12345,54321,etc
Where each number is the Facebook User ID of someone who should be able to moderate any comments on your site.
There's also the Facebook Comment Moderation tool located below where you can see the most recent comments on your site. This tool is very new, and in all honesty, a little flaky, but it's being improved with time. The largest usefulness of this tool, though, is the "Settings" button which will let you choose (among other things) whether comments are public automatically, or need moderation first.
Finally, we do recommend in the Notifications area (also in the Social configuration tab), you enable getting an email on new comments. This will have a link to the page with the comment where you can quickly decide if it should remain or not.
Hope this all helps, but if you have other questions, just let us know!