Make sure to follow this step:
Deselect Copy items into destination group’s folder.
https://developers.facebook.com/docs/ios/getting-started/
Also, in your Build Settings, look at this field: “Framework Search Paths”
You should have something like this:
/Users/[username]/Documents/FacebookSDK
or for a more general config
~/Documents/FacebookSDK
Also, look at Finder and make sure that the framework is actually there