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Yes, they must be published.

If you don't want them to be visible, you can put them inside a hidden menu (a menu that is not published in a module position).
But the menu items must be published.

Do I have to publish these menus as well?

Yes, I know what you mean. You must create a menu item for each section.

I don't know ıf we are talking about same issue.

When I clich the topic title on the left menu it runs fine.

But when I click the topic title on the top of the content, then this links appears:

http://www.tahtapod.com/index.php/component/faqbookpro/tphesap-fb?Itemid=101

Which causes Error 404

You can fix the links if you create a menu item of type
FAQ Book Pro > Section
for each one of your sections.