I've set up this plugin and had a strange problem that I could finally trace back to a plugin conflict with "toggle the title", so I thoug I'd share it here.
On the FAQ page, I did see the category titles, I did see the number of questions in each category, but I didn't see any questions.
So basicaly, it looked like this:
with no questions in between.
When I used the search function, I could access the individual questions/answers, I also could access the individual FAQ pages directly. I just didn't see the questions on the main FAQ page.
Standard WP install, latest version of plugin and WP, I tried reverting to the standard theme (still the same problem) and then started deactivating plugins.
Finall, I found what caused this - the plugin "Toggle the Title" http://wordpress.org/extend/plugins/toggle-the-title/.
If this is activated, the q and a plugin will stop showing questions, as they are probably formatted as "titles".
INTERSTINGLY - even if the "toggle the title" plugin is set to NOT toggle the title on the FAQ page, it doesn't work, so it seems to be a general incompatibility.
Hope it might save someone from a few mins of bugfixing ;)