Here's how to include a link to your Facebook page or other external social media site in the main navigation of your DNN site.
Add a new page to your site, making sure it occupies the section of the navigation tree you want it to appear in (Parent Page: None Specified if you want the link to appear in the top menu and not in a drop-down menu).
On page settings, check the option "Disabled" (under Appearance), making sure to keep "Include In Menu?" checked as well.
Also make sure to check all the user roles you want to be able to see the link under View Page in Permissions (check All Users if you want the link to be viewable by any visitor to the site).
At the bottom of Page Settings you will find a section labeled Link Url. Select the radio button marked "URL (A Link To An External Resource)" and enter the url you wish to link to in the text box that appears.
Click Update. Test your new link to make sure it works.