To use this bit of code, I assume you have a LAMP, WAMP, or MAMP stack already in place.
If you don't, you should go find a way to get that done.  If you pay for PHP hosting, you already have it.
Your PHP should have the php5-curl library installed as well.

You need access to a MySQL database with a username and password.

If you need to create one, you can use something like this:

CREATE DATABASE my_facebook_friends;
GRANT ALL PRIVILEGES ON my_facebook_friends.* TO "fb_db_user"@"localhost" IDENTIFIED BY "this_secure_password_12345";
FLUSH PRIVILEGES;
EXIT;

Edit config.php to reflect your actual server, usernames, and passwords, and other data.  Alternately, you can copy config to config_local.php and edit your data there allowing you some flexibility.

Run db_create.php (however you like) after you have added your config data and it will create tables for you.

Run update.php (however you like, as often as you like) as your last step to pull data from Facebook and update your database.
I like have a cron job run it every minute, so you can just:
crontab -e

MAILTO=""
# m h  dom mon dow   command
* * * * * curl localhost/update.php