If you not yet set up a Facebook Developer Account, navigate to https://www.facebook.com/developers after you are login to your facebook account.

Create a Facebook Application:

1. Click the ‘Create New App‘ button, and enter your app name and a namespace to get started.
2. For App Name you can put a formal and recognizable name like “My 1st Application“
3. For App Namespace you might not get the name you want as there is around 1 millions-2 millions facebook apps already register there. I would recommend you to put something like “woolei_myfirstapp” (in lower case with no space) 
4. For Web Hosting, Do not select the free web hosting provided by Heroku! It is very complicated for a beginner. I will provide you with a more simple free host later.
5. Click “Continue” to proceed.It will redirect you to the Security Check Pop up page. Enter the code in the captcha.
6. The Heroku box for free hosting will prompt out again, click “Cancel“ !
7. Once you have key in the Security Check Code, you will be redirect to the Basic Settings page.
8. Congratulation! Your 1st Facebook Application is register successfully!

The next step:
Free Web Hosting for Facebook Application

How to Create a Local Server using XAMPP