I think the thing is make sure you have toast and live tile set in your Facebook notification settings. I think it's the toast notification that puts Facebook in the notification center initially.
Facebook notifications show up for me, however, it gives me a no data connection when I try to open it from the notification center. Works fine though when I open the Facebook app and navigate to the apps notification.
I've found that I can't adjust the settings for an app's notifications in the Action Center until the app actually sends out a notification. Once Action Center receives a notification from an app it becomes aware that said app uses notifications.