It sounds like you may have figured it out but for future reference, when you click on the incoming friend request button a page should show up and there should be an option to accept or deny the request then once you have chosen you must click on save changes which is also on that page.
Now what does it mean to be friends with someone on pc, it means what you want it to mean I guess, you may or may not want to have contact all of that is up to each individual.