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I have just read this on the The Microsoft Office Blog by Office VP Takeshi Numoto:
“Facebook‘s new messaging platform integrates the Office Web Apps to enable Facebook users to view Microsoft Word, Excel, and PowerPoint documents with just one click. As you know, Office helps you create stunning documents that bring your ideas to life. Now you can easily share those ideas with your friends and family on Facebook. I’m really excited about being able to make it even easier for people to use Office to access and share information across different devices, networks and platforms. With the Office Web Apps on Facebook, you have even more ways to express yourself with Office and easily share your thoughts with people that are important to you.
When you receive a Word, Excel, or PowerPoint document attachment in your Facebook message, click "View on Office.com" to view it in the browser in high fidelity via Office Web Apps or click "Download" to download the file to your computer (where you can open it in Office on your computer).”