If you put direct link, visitors shows products page of amazon website. I am right, don't select this option. You create Facebook advertising campaign, promote and sell products through FB page.After visitors send to main site.
I am select second options, FB page then send them to main site.
If you put up direct link to your affiliated products, you should use retargeting technology to get those non-converted visitors back to your offer.
Using retargeting pixel you can easily scale out variations of ads that aren't converting; kill them and keep good; converting ones.
But it is always best idea to let them going through your squeeze page where you can collect their emails so you can connect them for future sales.
I have found that direct linking does not work... In addition to direct selling.... and with that a loss of funds.... People on FB get annoyed with obvious selling... My recommendation is to use this to build your list through offering a bonus incentive... You'll get a much better ROI.... From there work on providing value to your news list members with building trust and you'll be able to promote/sell stuff.... So look at this for the long haul....