How do I set order to FAQ items?

We totally can implement a customized sorting order for your needs. It needs to be done in Designer.
Typically, I'd suggest adding a number field to the FAQ collection and labeling it as "Custom Sort Order". Once you've assigned numbers to each item, you're free to decide whether you want the lowest numbers to show up first or the highest – totally your call. To keep things versatile and adaptable, I usually kick off the numbering with 0.
Check a screenshot. The "Test" item will slip in between items numbered 50 and 60.

You could also go with whatever system that works best for you. Maybe you want to go with numbers from 1 to 9, and you can use the same number for multiple items. If you do that, the items that share the same number will show up in the order you added them. I had a client who wanted dates assigned to each item. We sorted stuff based on those dates. They found it way easier to manage. And hey, you can also sort by switch fields. Like, create a field called "Most Important" and when that switch is on, the items with it on will pop up first, in the order you added them.