There is a much simpler way to export the Facebook birthdays and events and import them back to an organizer like iCal, Outlook or Evolution.
Just go to the events page and on the bottom after you click on the Birthdays button, then on the bottom of the Birthdays page that opens there's the Export Birthdays link, and when you click on the link in the pop-up your browser is going to ask you to start the default program that's associated with that protocol (webcal). It worked for me in Outlook 2010/Win7.
I don't think it is possible for you to export the birthdays of certain groups of people, only of all of them.
As for exporting the pictures in your albums, you need to download a copy of your data, which basically is:
- Any photos or videos you've shared on Facebook
- Your Wall posts, messages and chat conversations
- Your friends' names and some of their email addresses
You need to wait for the archive to get prepared and when you unpack it, I'm sure you'll be able to find your pictures in one of the folders.