Adding Categories navigation to show certain entries

If I understand properly, you want to show related FAQ based on categories.

On your entry template, you could do something like this:

{# Fetch the categories of the current entry #}
{% set entryCategories = entry.yourCategoriesFieldHandle.all() %}

{# Find related entries #}
{% set relatedFaqs = craft.entries()
    .section('faqs')
    .relatedTo(entryCategories)
    .all() %}

{# Display related FAQs #}
<ul>
{% for entry in relatedFaqs %}
    <li><a href="{{ entry.url }}">{{ entry.title }}</a></li>   
{% endfor %}
</ul>

Change yourCategoriesFieldHandle to what your field handle is and .section('faqs') to the correct section handle for your FAQ's section.