No. Sony NS-WS623 does not have FM radio.
Yes, you can connect it with phone and talk and can use as a normal Bluetooth headset.
No. It does not have.
Connect the USB cable (supplied) to the USB cradle (supplied). Then, attach the Walkman to the USB cradle.
Make sure to connect the terminals ( 1 and 2 ).
Hold down the button 1 for 3 seconds.
You will hear the startup sound.
When the Walkman turns on, the lamp (2) lights up.