Not with the system as is.
You could include Items from the media module manually in an FAQ answer (manual add to FAQ with custom links in wysisyg) or past the {module_literature,c,insertclassificationidhere,} tag call into the content / source.
Another option would be to create a page with html block elements containing the media downloads tags (filtering on a classification) and then manipulate the presentation with javascript. Example would be tabs or an accordian layout each element pulling in the appropriate media downloads by category.
You could also create pages that did the same and then pull them into a presentation element with Ajax calls from another page.
