I’m not sure if this is the *correct* way… but if you create a FAQ group, and then in yr FAQ entry, make sure the group box is ticked… you can then use the shortcode [wpfaq] on a page and it’ll display the questions and answers.
Depending on which theme you’re using, you might need to adjust the css. In the twentytwelve theme the questions are behind the bar and can’t be seen.