Featured FAQs appear on the FAQ Page before a user performs a search. These can be added and organised from the Featured FAQs tab of the FAQ Page CMS admin.
The FAQ module gives the option to categorize each FAQ and filter the results fetched on search. You only need to create some Taxonomies for the categories and assign categories to the FAQs. Then filter them in the FAQPage.
This way the FAQPage will show a dropdown on the frontend to filter by categories. If the FAQPage doesn't have any category selected, it will display all FAQs.