Facebook Messenger is already optimized and developed to work on Windows phone devices with Windows 8.1 installed. Access the market link and log-in with the Live account attached to phone. After this process, tap on Install on the left side. If it doesn't appear, tap on the same link to change the region then tap on Install. Make sure the phone is connected to the Internet. Confirm the installation, and in a few moments the download should start on your phone.