On your Apps & Integrations page, which can be found from under 'My Account' >> 'Apps & Integrations', you will first see a Distribution List Facebook Tab box, followed by a Distribution List Widget box. Either of these will allow you to generate code to create a capture widget on either your website of your Facebook page respectively.
Simply select the appropriate fields you would like the capture widget to contain, then click Generate Widget Code for your website. Or for the Facebook option, click Save Tab Settings, then Add Tab to Facebook.
For Facebook, you must be listed as as Admin for your particular Facebook page. This is found on the Facebook page itself, click on Settings, and then Page Roles.
UPDATE: Facebook changed their policy on custom tabs in February of 2018. Currently, they are only allowing custom tabs like this for pages with at least 2,000 likes. If your page has less than 2,000 likes, you will see an error that your page does not have permission to add this custom tab :(
Once your app is posted to Facebook, it will appear under the Apps section on your Facebook page.