To start advertising with your whole catalog, you have to have selected the correct Objective, Catalog Sales. If you want to know more about Objectives, you can read up here! 

Once you've chosen your objective, in the Audience Step you'll see a banner at the top of the screen which will enable you to select the catalog you want to advertise. 

In case you don't have any catalog available on your Facebook page, we've put a link to the Facebook Business Manager in the tooltip next to it, so you can add some from there!
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All of the catalogs that you have uploaded to your Business Manager will be available to you. 

Now that you've chosen your Catalog, you can choose the products you want to put on display:
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You can use several Product sets at the same time.  Afterwards, you can finish selecting the audience as you usually would. 

Next up is the creative selection step, in which you'll need to polish your catalog.
At the bottom of the usual details to fill in, you'll see an additional "Advanced" option. Opening it will give you a lot of new tweaks: 

App link destination has a few options, which will enable different behaviors based on the user's actions. 

The Additional image index option lets you choose which image you will be using in the case you have several images available for a single product. 

Using a Slideshow of product images will automatically turn your catalog into a slideshow, but only if you're using the Carousel format. 

The Flight Upsell option lets you offer your customer the chance to buy an upgraded Flight ticket. This is limited to the Dynamic Ads for Travel. 

The Image Overlay is part of the Dynamic Overlays, explained here! 

Finally, you can design templates for URLs that your catalog will link to:
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You'll have to input the full URL, and you can add dynamic parameters to the end of it, selecting them from the right of the Input bar.