I have not tested or installed this module but i think they mention the _config.php file in the api (facebook folder) like all modules work.
You can either put it in mysite/_config.php or modulefolder/config.php dependant how the module is written.
The best tutorial to start extending the sitecode with ss3 is
and have a lookaround on this great forum...
Only thing is since SS3 is out some code has been dramaticly changed (the good way) wich makes it a bit harder to get code.
Personally i love this CMS because of easy is has (most of the times :) )
If i have any questions i ask on the forum and mostly someone can help or send you in the right direction