Yes, JFBConnect supports all Facebook Applications, from v1.0 - v2.1 (the current).
The error you note above sounds like your server is unable to connect to Facebook's servers at all to setup your application. That's usually a server configuration issue (DNS, firewall, security feature, etc) that's preventing outgoing communication to Facebook. You may need to contact your hosting provider to verify that your server is able to send outgoing requests to:
graph.facebook.com/
I hope that helps get you started, but if not, let us know.
Thanks,
Melissa