Copyrights are a method of protecting the rights of the creator of certain types of works. In most countries, software you write is automatically copyrighted. A license is the authors way of allowing use of their creation (software in this case), by others, in ways that are acceptable to them. It is up to the author to include a license which declares in what ways the software may be used. For a proper discussion of copyright see https://www.copyright.gov/.
Facebook Messenger is built right into the interface on Facebook on the Web, so you can use it without doing anything special. But downloading the mobile clients or using the dedicated Web interface at Messenger.com opens up lots of other options, from voice and video calls, to SMS texting support, to use of stickers, to, perhaps the best part, chatbots that will talk to you and provide info. Like its brother, WhatsApp, it also has a billion users.