Embed widgets - Facebook widget - Not sure on FB Apps

I'm trying to create a very simple Facebook app which is just a newsfeed off my site.

I've installed and set up embed widgets. Works fine.

I've created a Facebook widget. Looks ok.

I have set up a new application in Facebook.

What I don't understand is how to get my widget code into the Facebook app.

I'm not sure about stuff like callback urls etc.

Can anyone give me a step-by-step guide to getting from where I am to submitting my first facebook app?

Luke