In the novel, Farfrae came to Lucetta's because he received a letter from Henchard that Henchard wouldn't object if Farfrae wanted to court E-J again. So he called on her at Henchard's house, but learned that she wasn't living there anymore so he went to Lucetta's to see E-J. But before you go thinking that Farfrae is totally in love with E-J, you should know that his feelings in the novel aren't that romantic! He's more interested in marrying her for "practical" reasons.
E-J wasn't home that morning because Lucetta had sent her out; E-J had told Lucetta that Henchard would not call on her because they were not getting along very well. So Lucetta believed that Henchard was staying away because of E-J, so she sent E-J out so Henchard would come over. She sent Henchard a note telling him E-J would be out that morning.
By the time Farfrae leaves Lucetta's, he's already losing interest in courting E-J.
You can read about it in chapters 22-24 of the novel (link)
http://pd.sparknotes.com/lit/casterbridge/section22.html
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