Facebook chat has an option to use emoticons in chat. Facebook emoticons are invoked by typing their shortcuts into the chat. These shortcuts won’t work in Facebook statuses, comments or anywhere else except chat. Most of the shortcuts are obvious, usual smileys which are used in most of Instant messengers, like :) , :( , :P , but some codes are a little harder to guess, for example (^^^) or :|] .
If you wish to get more custom Facebook emoticons which can be used on Facebook chat then you need to download them. When you complete the download you will be able to share a lot of new emoticons with your friends on Facebook.