Facebook released the trial version of Facebook messenger for windows which is a new, trial application that lets you use Facebook without being on www.facebook.com.
If you’d like to close the sidebar but still get notifications and chats, click the ‘x’ at the top-right corner. If you don’t see an ‘x,’ make sure the app is undocked.
Note: Closing the sidebar will still keep you logged in. When you want to log out of Facebook completely, right-click the Facebook icon in your Windows taskbar (by the clock), then click Log out. [source]