In your wordpress admin go under “Appearance > Widgets”.
Open a sidebar where you want to put your widget, find on the left the “Facebook Fanbox Widget” and drop it inside the sidebar.
Configure the widget name and the Facebook page name. For example, if you want the fanbox for this page http://www.facebook.com/QantumThemes just write QantumThemes.
Look at the frontend and see if you like the way this widget is displayed. If you don’t see it, be sure you put it in the correct sidebar and try again.
If you want to change the options you have different parameters to set, like size and colors, to integrate in the better way with the custom colors you want for your website.
Note: since January 2013 facebook disabled the possibility to set a percentage in the width and height dimensions, so only an integer number will be accepted. Also the border color customization has been temporarely disabled by facebook, so let’s wait wor news from Facebook if they will reenable or not this feature.