Is there any good tutorial how to make simple console facebook appplication which connect to facebook and get list of friends, user photos, status or something. I look at facebo
Check out the tutorial and examples here.
It should have all the functions that you need and is fairly easy to implement. Trust me, you'll spend hours going elsewhere to figure it out.
As for custom login windows I recommend that you don't do that. People trust Facebook and don't want to give you their personal info, that's actually a part of your agreement with Facebook.
What you can do however is ask for offline access permission and store the token for future use. This way if you know who the user is on your end then you can make calls to the API without having to log them into Facebook again.