Hi casperb,
there is no shortcode available.
To achieve the same result you'll have to write in the HTML tab of the wysiwyg editor.
Try pasting this code into the HTML editor:
<ol class="faq">
<li><h4><a href="#must_be_the_same">First question</a></h4></li>
<li><h4><a href="#second">Second question</a></h4></li>
</ol>
[divider_top]
<h3 id="must_be_the_same">First question</h3>
Lorem ipsum dolor sit amet, consectetur adipisicing elit, sed do eiusmod tempor incididunt ut labore et dolore magna aliqua. Ut enim ad minim veniam, quis nostrud exercitation ullamco laboris nisi ut aliquip ex ea commodo consequat.
[divider_top]
<h3 id="second">Second question</h3>
Lorem ipsum dolor sit amet, consectetur adipisicing elit, sed do eiusmod tempor incididunt ut labore et dolore magna aliqua. Ut enim ad minim veniam, quis nostrud exercitation ullamco laboris nisi ut aliquip ex ea commodo consequat.
This should give you an idea on how to format the FAQ page.
It's basically a list of questions on the top of the page. Each list item has a link that point to an id (#).
Then you got the questions wrapped by H3 tag, followed by the answer.
Make sure to add an id to the h3 tag that correspond to the id you used in the link.
I hope you understood how it works, if you have any question, don't hesitate to post it here.