If you don't have the app installed, you can also go to Facebook's Help Center page (http://facebook.com/help) and search "Cambridge Analytica." Facebook will let you know if your account details were obtained or not.
In the notification, Facebook explains -- and this is important because it means that your data might have been shared, even if you never opened or authorized a third party application to access it -- that information such as your public profile, the pages you like on Facebook, your birthday and the current city you live in, were shared with a third party.
In this case, my information was shared with a third party app named "This is your Digital Life," which Facebook says it removed in 2015. I never downloaded or used that app, but because one of my friends did -- and Facebook doesn't say who -- the app was able to grab my personal information.
Note: Facebook started rolling out this feature on Monday, so you might not see it yet. Keep checking throughout the week. It's possible you aren't affected, though Zuckerberg said it's likely most users have had their data scraped at some point.
This is why Facebook is alerting users now, since most probably didn't know that their data was obtained. It's also why CEO Mark Zuckerberg is testifying before the House Energy and Commerce Committee on Wednesday.