You don't get a separate Fitbit calorie adjustment for steps and for exercise. It is all bundled together. Yes, MFP will display your Fitbit steps, but that's all MFP does with that number - display it. If you take 10,000 shuffling low impact steps you could well get a lower adjustment than if you take 5000 fast, high impact steps because Fitbit knows that running steps burn more calories than shuffling ones.

When MFP computes your Fitbit calorie adjustment it just uses the calories burned number it gets from Fitbit. If that number is 0, there are several possible reasons. One is that you don't have negative calorie adjustments enabled and your Fitbit calorie number indicates that you've been less active than MFP expects. In which case, you should enable negative adjustments. Another is that your Fitbit has not synced to your Fitbit account yet today (this happens to me frequently in the morning, because I've turned off "All Day Sync" to save my battery). The solution is to force a sync of your Fitbit to your Fitbit account. Finally, it is possible that your Fitbit hasn't synced to your MFP account today. If that is the case, and there isn't an MFP help desk notice about syncing problems, then try doing a disconnect/reconnect between MFP and Fitbit.

If you haven't already, I'd recommend that you read the FAQ found in the stickies. Here's a handy link: http://community.myfitnesspal.com/en/discussion/10098937/faq-syncing-logging-food-exercise-calorie-adjustments-activity-levels-accuracy/p1