You need to unzip that file that you downloaded first. Inside that zip file, you'll see all of the extensions that are a part of JFBConnect, including the com_jfbconnect.zip file. That's what you'll need to install for the main component.
Full installation instructions, including the unzip requirement, can be found in our
JFBConnect Configuration Guide
.
I hope that helps, but if you still have issues, please let us know.
Thanks,
Alex