First, this will appear in your wall.
If you clicked the application, this will take you to this page.
After you grant access to the application, this event will be posted in your wall, and the 1st image above will be posted in walls of your friend.
In Facebook, a careless use of application will not only put your personal info at risk, but that of your friends too. Please don’t allow developers take advatage of your curiosity.