Connecting your GoFundraise Account and Fundraising Page to your Facebook Account will only post your own donation activity to your Facebook Page. If you had connected your accounts and made a donation, then an automatic post will be pushed to your Facebook Wall with the details. The donation activity of other people (e.g. if a supporter was to donate to your Fundraising page) will NOT push a notification through to your connected Facebook Wall. This is due to a tightening of Facebook Privacy Policies.
This is an example of the message that will appear on your Facebook Page after you make a donation.
Within the My Account > App Connect section, it also specifies what the connection with Facebook involves