No you do not need to the host the facebook sdk on your website, all you need is that basic skeleton you already set up, because you do need the application key and secret key from that skeleton app to allow your iPhone app to talk to facebook.
Also if you look for tutorial on the web they may be outdated now because Facebook is moving away from feed templates and you can no longer create new ones.
The facebook iphone connect wiki has an example of how to post a news feed using the new implementation
http://wiki.developers.facebook.com/...ect_for_iPhone
