Re: WP-FB connect profile.
No you should indeed have a profile created for you automatically.. It should be a regular BP profile with all the functions BP has to offer. Could you check out the following:
When you go to the members page on your install.. you should see the user who are logged in/signed up through facebook. Now go to one of those members and check the url to their profile (mouseover the username if you use firefox or with IE right click > properties). You should see a username without spaces like mysite.com/members/bowe. If you see spaces or a a long list of numbers, your plugin is not configured correct.
Let me know 
