No, you should leave the Facebook API settings (key, secret) blank in JomSocial. There should only be one Facebook integration extension enabled on your site at one time, so if you're using JFBConnect, you should disable JomSocial's functionality.
For more information on specifics for integration with JomSocial, see:
www.sourcecoast.com/jfbconnect/docs/third-party-integration
As for Kunena, that's very strange if it's not showing up. When you say "The control panel", do you mean the JFBConnect Overview page in the admin area? If so, does it show the current version and your installed version, or does it say Not Installed there.
Hopefully, this should help you get started, but let us know if you have any other questions!