They don´t have a FA. I know this directly from someone from the island.
Football is just played in schools. But if they get independent soon maybe they will be more avtive in sports. Tokelau is supposed to take part at the next commonwealth gamesm we´ll see. No football played though.
By the way this is the national "stadium" of Tokelau, the Hemoana Stadium. No world cup on Tokelau in the near future