You can log into Facebook during the tutorial, or by signing in through the 'Settings' menu.
If you are signed into your Facebook app, or through your device's browser you will only need to accept the connection. However, if you are signed out of the app or your browser, you will be prompted to input your login details.
Note: If you are not logged into Facebook (or your Apple ID) in the game your progress will not be saved to the cloud. We are not able to retrieve any lost progress.