I have RB433 with wireless mini pci, wirless mode=[station wds]. everything is working perfectly but I want to activate some firewall rules to block websites
Did you try going to https facebook which your rule would not have worked for. Also, what is the config of your router. If you have ethernet interfaces bridged with your wlan then you will more than likely need to turn on “Use IP Firewall” in your bridge settings.
/interface bridge settings set use-ip-firewall=yes
But that is also not a good way to block facebook. Using Layer 7 you will get a bunch of false positives and block any website with even a facebook link on it. It is better to do something like this.