Carmen,
That note about "Not Installed" is indicating that the K2 Open Graph plugin that comes with JFBConnect is not installed. It is not an indicator that K2 itself is not installed.
To fix, upload, install and enable the Open Graph - K2 plugin that comes with the main JFBConnect zip file you downloaded.
In general, we have a lot of improvements to our interface and documentation for Open Graph coming over the next few months. Hopefully that will also help make things clearer.
I hope that helps, but if you need anything else, just let me know.
Thanks,
Alex