For some of the connectors I can only find limited explanations like to use aliases separated by commas. Is there any documentation to explain how to pull Facebook data in, for example?
Please see this new article I created that explains better how to use the Facebook Public Data connector (which is what I think you're asking about since you note aliases separated by a comma, which isn't used in the other FB connectors).
The other Facebook connectors (Facebook Ads and Facebook Insights) are for Ad campaign data and page data, respectively, and should be more straight forward to set up as they don't use the "query type" model.
Please let me know if you have any other issues or questions with setup.