After Create an App and a Page, you'll need to provide the app ID, page ID and Access token. In Laravel you can publish the configuration file with artisan.
$ php artisan vendor:publish
Where's the file? Laravel 5 will publish the config file to /config/facebook_message.php.
In Lumen you'll need to manually copy the config file from vendor/denise92/facebook-message/src/config/FacebookMessage.php, and rename to facebook_message.php in your config folder. Lumen doesn't have a /config folder by default so you'll need to create it if you haven't already.
By default the configuration file will look to environment variables for your app ID and secret. It is recommended that you use environment variables to store this info in order to protect your app secret from attackers. Make sure to update your /.env file with your app ID & secret.