No. Sony NS-WS623 does not have FM radio.
Yes, you will get a pair of normal earbuds and a pair of swimming earbuds.
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 ).
Yes, Sony NS-WS623 is meant for the rough usage and it is both - waterproof and dustproof.
No. It does not have remote control.