Do I have to create a facebook app to use the SDK?

Am working to create a tool on windows desktop that will 开发者_StackOverflow中文版pull out the facebook feed/wall. I went through the SDK's available and it seems like to setup a facebook application it is required. Please advice if there is other approached?

Yes, do it in the developer app in facebook. It's not a big deal and it doesn't get exposed to other users unless you submit it to the marketplace. Basically you just need to get your api keys from it.