Assuming you have activated the WPSSO FAQ Manager add-on, you must first create at least one question & answer under the WordPress admin FAQs > All Questions page, and assign these question(s) at least one FAQ category.
If the SSO > FAQ Settings > Disable FAQ and Question Page URLs option is unchecked (default), then you can simply use the FAQ category archive page URL to view your questions & answers, and this archive page will include the correct Schema FAQPage markup for Google.
If you prefer NOT to use the FAQ category archive page URLs, you may enable the SSO > FAQ Settings > Disable FAQ and Question Page URLs option, and use the FAQ shortcode instead. You can find the FAQ shortcode in the FAQs > FAQ Categories page.
When using the WPSSO Schema JSON-LD Markup add-on with the FAQ shortcode, keep in mind that you are adding a FAQ within another content type. For example, you can include a Schema FAQPage within a Schema Article – the Schema Type in the Document SSO metabox will be Article (in this case), and the Article markup will include the FAQPage (both will be included, in relation to each other, in the Schema markup created by the WPSSO JSON add-on).
If you are using the FAQ shortcode in your content, do not choose FAQPage as your Schema Type in the Document SSO metabox – this would not make any sense as you would be adding a FAQPage within a FAQPage – that is not a valid combination. ;-)