Gert,
JFBConnect allows you to import user profile information into multiple different extensions. JFBConnect does not store any of the data on it's own though.
We work with the basic User - Profile plugin that comes with Joomla or any of a number of larger 'profile' extensions like JomSocial, Community Builder, EasySocial, Kunena and others. You can install any of those and then enable the proper Social Profile plugin for integration with those extensions. After that, you can configure how the profile data is imported in the JFBConnect -> Profiles area of JFBConnect.
I hope that helps get you started, but if you have any other questions, just let me know.
Thanks,
Alex