Do I have to connect the AirPort Extreme to my normal router at all ?
Yes, you need to establish a permanent wired Ethernet connection from one of the LAN <-> ports on the FritzBox router to the WAN "O" port on the AirPort Extreme.
Then, configure the AirPort Extreme to create a wireless network using the same wireless network name, same wireless security settings and same password as the Fritzbox router.
The last step to check would be to make sure that the AirPort Extreme is configured to operate in Bridge Mode, so it will function correctly on the network.