Are functional languages to be called from within another programming languages. The same way as Java/C# use other languages such as SQL, Regex, HQL, XQL, ... ?
They can be, but needn't be limited to such a convention.
Can a functional language use a framework like the java framework or .net framework ? If so, do these frameworks use graphical components such as windows or dialogs ?
Yes - F# is a good example here.
Can a functional language only be used for console applications and websites that simply echo output to some kind of stream ?
No.
Can a functional language be used standalone. If so, do they use compilers ?
Yes, they can be standalone. Yes, they can use a compiler - these are just languages - the manner of execution is entirely up to the implementer. There are interpreters and compilers for many functional languages.
I use java for multithreaded client-server applications with a front-end that acts as a desktop application (thick client). Could I replace all my java code by code written in a functional language?
You can write mutlithreaded programs in functional languages, you can write desktop applications, and you can implement any arbitrary algorithm in one of these languages just like you have in Java. Are you trying to ask something more particular with this question?
Are functional languages a subcategory of the procedural languages ?
No.
Is it just a matter of syntax or is there more to it ?
More to it. I'd say that a functional language is one that encourages you to program in a functional style. This is far-afield of the focus of Stack Overflow. I suggest you see pre-existing material on the subject, such as the Haskell wiki.