I've looked on FaceBook Developer page and located that you could produce a FaceBook application, however this application should be located by you!

I am new, does anyone come with an experience on that?

I do not really visit a question. Surely a great deal designers produced this kind of application (see all of the available applications in facebook).

Personally, i attempted it once. Company, you'll need a spot to publish your aplication (webserver)...

Outside assistance to begin: http://designers.facebook.com/get_began.php?tab=tutorial

Yes, you need a server exterior to Facebook. Essentially ultimately you allow facebook the Hyperlink to the application. When someone attempts to notice from facebook (http://application.facebook.com/yourAppName/) it'll forward the request, together with some kind of special secrets for validation, for your application's server. All of your code is in your hosting server, and from there's could make calls to facebook's API/web services to obtain any needed data. You'll be able to return any UI/HTML/FBML markup within the reply, and facebook displays it.

You will find a lot of prewritten libraries for Facebook too, for many languages. For instance, Facebooker for Ruby.