Edfel,
If you don't want the user to have to create a Joomla account, you can set the User Creation option in JFBConnect to "Facebook User Only". That will automatically (and silently) create the Joomla account for the user and associate their Facebook user to that account. If they have already done that, then clicking the Login With Facebook button will just log them in.
There are also other options to automatically link users by email if their FB address matches an account of a user on your site.
Hope that helps explain, but if you have other questions, just let us know!
Alex