It should do it automatically, but there are time depending on Facebook and the server configuration where you actually have to reload the page once for the auto-logging in to work. Also, the Facebook Login module must be published on the page you are using. We're looking into resolving the first issue, but do try going to facebook.com and then going to a page with the login module and then refreshing that page.
If it still doesn't log you in, let us know. Heck, even if it does, let us know. Again, we're trying to improve it so it works everytime.