If you want to chat with your friends or contacts on Facebook, you can either do so directly on the site, or use one of the messenger applications that Facebook has created for that purpose.
Up until now, messenger applications were provided for Windows, Android and iOS. That's going to change soon though as Facebook will end support for Windows Messenger on March 3, 2014.
Windows Messenger is a standalone program that you can make use of to sign in to your Facebook account to chat with contacts on the social networking site.
If you happen to open the Messenger for Windows as of today, you will receive a notification at the top of it that informs you about the discontinuation of the product:
We're sorry, but we can no longer support Facebook Messenger for Windows, and it will stop working on March 3, 2014.
We really appreciate you using Messenger to reach your friends, and we want to make sure you know that you can keep chatting and view all of your messages on http://www.facebook.com/
The product will stop working on March 3, and from that moment on, Windows users are asked to use the Facebook website directly to chat instead.
The Android and iOS versions of Facebook Messenger are not affected by this, and you can still download and install them on your devices.
The discontinuation of Facebook Messenger for Windows does not mean that you have to use the website to chat or read messages.
Besides the two mobile clients mentioned above, you can also use third-party clients instead to continue using chat in a program on your desktop and not in a web browser or mobile app.
Supported are for instance Pidgin, a cross-platform client that you can use for that purpose. The program may come in handy if you are using other chat protocols or providers besides Facebook, as Pidgin supports many.
You can check out Facebook's Chat page for other client suggestions and instructions on how to configure the programs properly so that you can use the programs to chat with your Facebook friends.
Side note: it is interesting to note that Facebook Messenger for Firefox's Social API appears to be no longer available as well. The page returns a not found error, and there seems to be no option at the time of writing to install this version of chat in Firefox.
It is not really clear how many Windows users have used the Windows Messenger for the social networking site instead of other applications or the site directly.
It is likely that quite a few users will be affected by it, considering the number of users Facebook has, and the promotions it ran previously for the messenger client.