Michael,
Sorry for the confusion. Our guide for the Requests is being updated and improved now. We'll make sure your questions are answered there as well, but I'll answer them here as well..
When a Facebook Request is accepted, it sends the user to your Facebook Canvas area for your application. From there, JFBConnect takes over and redirects the user to the Destination URL place set in the Request and possibly breaks them out of Facebook's walled garden if the "Breakout Canvas" setting is enabled.
So, yes, you need to have your Facebook Canvas working before Requests can be sent. If it doesn't work, the Request will simply not be sent to the user (Facebook will reject it). For your Facebook Canvas to work, you must have an SSL certificate. It needs to be installed on your server, and you simply need to be able to load the following page:
www.allacrosstheboard.com/
The SSL certificate needs to be issued by a major authority and must be issued for the same domain as your Facebook Application. It's ok if you get mixed content errors (that your images are loading over a non-secure connection).
Hope that all makes sense. Requests are definitely complex. For the 4.2 release, we'll be updating the admin area of JFBConnect to make setting everything up a bit simpler. We're also updating documentation now to help in that effort.
If you have any questions, let us know!
Alex