Umm .. perhaps the same way as any application? Learn programming! I'm almost 100% confident that you don't need this information but for the sake of clarity - Facebook supports most well-known programming languages (e.g. PHP, ASP, Java etc. etc.). The only other thing you'll have to learn is REST which is used to connect Facebook to your application.
Your question is a wide idea and dificult to answer on which point you want. You can do it yourself in your acount and manage as what you need. But if you want to create app, you will need some knowledge of php ,java,,, or you can ask any php professional to do it for you.
To create apps on Facebook the easiest way is to learn PHP and also FBML. But still for beginners it will be difficult (a lot difficult if you don't know PHP). However there are methods which allow you to still create applications with Facebook and Make Good Money. You can check my signature link for a book which has one of such method to make money without any knowledge of Programming Language.