A rhetorical question is a question asked for effect, rather than to find an answer. In a speech, you ask them for persuasive effect, to get the audience on your side and the implied answer is usually yes or no (Are we going to stand for that? Is that what hardworking mothers deserve?) In a story, however, you’re going for a quite different effect, to create mystery, or tension, or to demonstrate the confusion of your main character. A good question can focus the reader on an important detail, it can demonstrate the character’s thoughts or feelings, or it can ready them for a devastating shock you have waiting for them.
Who was that figure skulking in the background? And what was that in his hand?
Someone had betrayed him, but who could it have been?
Was she really the angel she had made herself out to be?
Imagine you’re writing a story from the point of view of a hostage waking up tied up in an empty room. Your senses are dulled and your memory hazy. What questions come to mind as you start to wake up and look around?