Bojan,
For Zoo, we don't have the automatic integration that we have for standard Joomla articles or K2 items, but it's very simple to add the Facebook Comment box to the end of any articles. You would need to make a simple modification to the Zoo template, or add a module that would display at the bottom of any Zoo content. JFBConnect will take care of displaying the comment box, associating the comments with the article/page the box is displayed on, and so forth. Additionally, with JFBConnect, you'll be able to control the title, description, and image that are used to post to a users' Wall when the Like or Comment on the Zoo content (or any other page).
As for non-Facebook users, Facebook has an option in their Comment boxes, which JFBConnect supports, to allow users to comment using Facebook, Yahoo, Hotmail, or Aol credentials. If you'd like to see how that works, visit the page below. If you're not logged into Facebook, when you hit the "Comment" link in the top right, there will be a "Comment Using" box where you can select which provider you want to login with first:
www.sourcecoast.com/jfbconnect/demo/article-1
Finally, regarding comments going to your Fan Page, that's not currently possible. Facebook doesn't make a direct association between Fan Pages and Applications, which is what is used on your site. Additionally, when user's ask for such a feature, we generally wouldn't recommend it anyways, as having comments post directly to the Fan Page could be very confusing (if a user replies to a comment, it may have no context showing on the Fan Page), clutter up the Fan Page (which is usually meant for admin promotion), and takes away a lot of control from the admin over how their Page operates and looks. That's why Facebook doesn't support auto-pushing to the FB Page, and we agree with that stance.
Hope that helps explain,
Alex