Greetings, SimonasJa.
I see that the Facebook application closes when you try to set up notifications within the application itself. I'm happy to help.
If an app you installed unexpectedly quits, stops responding, or won’t open -- Follow the steps provided in this support article.
Use notifications on your iPhone, iPad, and iPod touch -- You can also set up notifications for Facebook through the settings on your iPhone.
Cheers!