The primary integration of JFBConnect with Kunena is the profile import which gets a user's name, profile information, and avatar into Kunena in just a few clicks and without any forms. It's a simple matter to add the Comment (or Like) button to every post in Kunena by using either the JFBCComments (or JFBCLike) module and assigning them to your Kunena menu item. We also support 'tags' that you can put in your template, like:
{JFBCLike} and {JFBCComments}
However, what I think what you're asking is a little different than just adding a comment box. I think you want to post to a user's wall when the create a new topic or response within Kunena. Currently, this isn't available, but in a future release, we're planning to add a simple javascript line you could add to any Submit (or Reply) button that would pop-up a window to also post into the user's wall.
No, JFBConnect does not do any sort of cross-posting. The Facebook Comments box is threaded, but we don't insert those comments into other extensions, they are only displayed in the Comments module.
Hope this all makes sense and helps!
Alex