Hi Pauline!
You can make your menu items open in a new tab by activating the Link Target setting in the Advanced Menu Properties configuration. Open your theme Customizer and navigate to the Menus section there. Once you have the Menus controls displayed, click on the gear icon to show the advanced properties and enable the Link Target setting.
Now that the Link Target setting is enabled, open the menu that contains your Facebook link and click the arrow on that menu item to expand the options. You should now see the Open link in a new tab option under the Navigation Label field.
Hopefully this allows you to get your Facebook link working as expected and please let us know if you have any other questions for us!