You can do it in any of these four ways (and likely many more).

1. There is a Delicious FB application. That's how I have done it historically.

2. Facebook added FriendFeed like features into its core functionality. I now have a direct Delicious feed into FB.

3. You can feed Delicious into FriendFeed and then install the FriendFeed application into FB.

4. You can get an RSS feed for your Delicious bookmarks and use that to directly feed into FB, FriendFeed, etc...