I made a photography website for a friend and theyve asked me if its possible to add a button on each photo saying "share on facebook" so it posts on there wall saying something like "Check out this photo on blahblah...". I know this is possible but im just curious what id need to do to implement this.
Would i need to build a facebook app too or is it just a link i need to add?
You can do this in two ways. If you only want to implement a share functionality, you can do this by just making an ordinary like-button http://developers.facebook.com/docs/reference/plugins/like/.
If you want the user to be able to post a message along with the sharing you should need to make an app for it. This will at least give you some freedom as to what you want to put on their wall.