Welcome to Apple Discussions,
How an I download an entire album from someone's facebook page to my iPhoto without doing it one photo at a time?
__iPhoto accepts whatever pictures you drag into it. What you would need is a way to bulk download all the images from a Facebook gallery to your computer. You could then drag the entire group to the iPhoto icon and it will be imported to iPhoto. However, looking at the Facebook website I see no "bulk download" option. You may wish to contact Facebook support to find out how to do a mass download from a page (if that is even possible).
Also, I've read that iPhoto can be set to synch with your facebook photos... how does this work exactly?
How iPhoto and Facebook work together (from the Help menu in iPhoto):
http://docs.info.apple.com/article.html?path=iPhoto/8.0/en/24890.html
For any new Mac user I highly recommend reviewing all the video tutorials as these offer an idea of what you can do with your applications:
http://www.apple.com/ilife/tutorials/
Here is another good resource for the Mac as a whole:
http://www.apple.com/support/mac101/
Hope that helps!