How can I change the FAQ templates to match my theme?

The templates used can be found in the /path/to/geeklog/plugins/faq/templates folder. If you want to change the templates to match your theme, copy the contents of the templates folder into a new folder named faq within your theme folder.
Example commandline to do this:

cp -r /path/to/geeklog/plugins/faq/templates /path/to/geeklog/public_html/layout/your_teme/faq