In this theme FAQ is a different collection of posts.
At first add a link in the navigation for FAQ list. The URL should be like this
yoursite.com/faq/. This link will show all the FAQ article list as you have seen in the demo. Maybe you are not seeing any article list on this page in your site at this point. It is because you do not have any FAQ article yet.
To create an FAQ article, just create a post and then add tag FAQ. Save the file and visit the above mentioned link. The new post will be shown there.
Create as many FAQ post as you need Attaching the FAQ tag.