No. It does not have remote control.
Hold down the button (1) for 3 seconds.
You will hear the shutdown sound. Then, the Walkman and the lamp ( 2 ) will turn off.
No. Sony NS-WS623 does not have FM radio.
Yes, Sony NS-WS623 is meant for the rough usage and it is both - waterproof and dustproof.
Sony WS623 comes with LED indicator. If it is not fully charged and require charging - it will show orange light and when it is fully charged - it will show green light.