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In Instagram, this is the person-shaped icon in the bottom right corner of your screen; tapping it will take you to your Instagram account. This is in the top-right of the profile page and will open the "Options" menu. This should be immediately below the "Follow People" subheading. Tap "OK" if prompted. This is just in place to remind you that you've already authorized Facebook to access your Instagram account. You should see a page with "[X number of] Friends on Instagram" at the top of the screen. You can scroll through all of your results from here or tap on the different categories of people to follow. Doing so will automatically follow any unprotected account and request permission to follow any private accounts. You can also tap the "Follow All" button next to the number of friends at the top of your screen to follow every one of your Facebook friends with Instagrams.
Tap the Profile button. Tap ⚙️ (iPhone) or  ⋮  (Android). Tap "Facebook Friends". Review your results. Tap "Follow" next to any friends you wish to follow.