Let's be clear on something. Your example:
<a id="Question2"></a><h2>My faq question 2?</h2>
...may be better served as...
<a id="Question2"><h2>My faq question 2?</h2></a>
...your decision of course. Both are fine.
To answer your question. Yes- but only slightly. Your link is not to an external (from the page) resource so it may be discounted at least somewhat, however, the link text carries some weight as well as the header tag in giving a clue as to what your topic is about. Nothing more. From my experience, I would us it if it makes sense for the site users but not to influence Google. The effect would be too small since Google is at least hip to the tricks and this was a black-hat trick years ago when the influence was greater. It still makes sense and is a legal construct so you will not get penalized unless you abuse it.
ALWAYS(!) develop for humans and not for machines. This is not advice taken out of thin air. Google, in particular, is looking for sites that expressly fit this paradigm and rewarding them handsomely. It has been a deliberate shift in their strategy.