This is premium only feature, you would need to be on at least "Professional" plan.
If you are using any AMP plugin for your theme, this feature is not supported.
FAQs can be added only on top part of collection page. If you wish to add it at bottom, you would need to contact your theme developer as that option is not available through Shopify admin and changes are needed in template.

If you would like to show FAQs on collections page created through Shopify, please follow these guidelines.

1. Visit your store's admin panel.

2. Click on "Online Store" > "Collections" and then click on collection where you would like to show FAQs.

3. Click on "Edit HTML" button.

4. Add following code snippet depending on which FAQs you would like to show hit save. Following code snippet is for showing all FAQs. Code snippet in screenshot is for showing only FAQs from Shipping category. Choice is yours :)

<div id="ef-faqs-plus-app-content"></div>

As mentioned above, you can also use categories "Embed code" here which would show only FAQs from that category instead of all FAQs. Visit categories section in app to get embed code.

If you wish to show these FAQs only if product belongs to certain collection then please refer to code snippets mentioned here.

5. Setup is complete. Please save collection settings and you should FAQs on your collections page.

6. Enable embed feature. Please follow these steps to make sure feature is activated.

Design and Settings > General > Show FAQs on other pages > View Settings > Activation > Activate.

After activation, you should start seeing FAQs at appropriate place.