Do you actually have Community Builder, or any of the other extensions your trying to integrate with, installed? We do a quick check to make sure that you have Community Builder, JomSocial, Agora, Kunena, or K2 installed, and what you're seeing is that check failing.
If you don't have those extensions installed, it's not a problem. JFBConnect works just fine without them. By having one (or more) of them installed, it gives you the ability to pull more profile information from Facebook into those extensions though.
Alex