Before diving into the how, it's worth figuring out where in your sales process you actually want to count the conversion. Is it when the lead first comes in, when an opportunity gets created, or when an opportunity closes? And roughly how many leads are you getting per week? 

The reason this matters is that Meta needs around 50 conversions per ad set per week to properly optimize (that's how it learns what your ideal lead looks like so it can go find more people like them). If you're not generating 50+ closed opportunities a week, feeding it deep-funnel events like "opportunity closed" means it doesn't get the volume it needs and your ads will never leave the Learning phase. 

In that case you're usually better off sending the conversion much earlier, like when the lead first submits the form on your site.  

That's where a tool like Converly comes in handy (I'm the founder). It listens for the form submission (it works with Salesforce web-to-lead forms, plus a heap of other third-party form builders) and sends that off to Meta as a conversion server-side via Meta's Conversions API. Much simpler to set up than a direct Salesforce integration, and there's a log showing whether Meta actually accepted each conversion so you're not left guessing. 

If you genuinely do need to fire only on closed-won deals deeper in the funnel, that's a different build, so let me know and I can point you in the right direction there.