Gregory,
The notification about K2 in the Overview panel isn't that K2 isn't installed; it's that our K2 profile plugin for integration with K2 hasn't been installed. In the download package you got for JFBConnect, there is a jfbconnect_profiles_plugins_xxx.zip file. Unzip that and install the K2 plugin. Then, enable it in the Plugin Manager of Joomla. Then, it should show in the Overview page properly and can be configured in the Profiles area of JFBConnect.
Hope that helps!
Alex