Dag,
I'm not sure of any sites that have the comment box on every Kunena post... since we have that guide to do it, we don't get questions about it often
As to your specifics, yes, you can add the comment to every thread if you want. You simply need to modify the Kunena template and add the {JFBCComments} easy-tag where you want the comment box to appear.
Once added, anyone can post to the box with their Facebook, Hotmail, Yahoo, or AOL account information. That's done through Facebook, and the user doesn't actually have to have an account on your site to do so. If you log out of Facebook, you can see the Post With.. options on the following page by hitting the "Add Comment" link in the top right:
www.sourcecoast.com/jfbconnect/features/...la-facebook-comments
Hope that helps,
Alex