In most cases, the interviewer invites the candidate to ask questions at the very end of the job interview.
If you want to establish good communication between you and the interviewer, you would want to ask questions, not just any questions – you should prepare yourself to ask the right questions.

When the interviewer asks the question: “do you have any questions that you would want to ask us? During an interview, he doesn’t want to be polite; he actually wants to give you an open invitation to present your thoughts about the job and your expectations.
He or she wants to learn more about you in case he or she missed something during the course of the interview.

In fact, not having well-considered questions to ask the interviewer, is a missed opportunity to learn about the job challenges and what is expected from you.
It is also a good opportunity to get useful information about the company and the workplace culture.
And most importantly, it is another great chance to demonstrate, indirectly, your skills and professional experience and to present the important factors for you on the said job.  

You may be surprised to know that most candidates do not take this opportunity and answer – “no, I think we’ve covered everything..”
It is because some candidates mistakenly think that asking questions shows lack of confidence or lack of knowledge. Other candidates haven’t prepared questions, may be too anxious or simply do not have any questions to ask.    
You wouldn’t want to be caught unprepared. A good response on your part would be “yes I do.”

How to face the “do you have any questions for me?” interview question

One of the best ways to handle this is to present the question + to tell why you are asking this question – why is important for you to clarify the issue.
For example –
• You can ask about the job challenges while emphasizing that you like to be motivated by well focused daily work challenges, multi-tasking and even pressure.

• You can also ask about the company policy regarding professional development and tell the interviewer that you would consider this an important aspect for enhancing your skills and experience.  

• You may ask about your perspective team and the workplace environment/culture, stating that as a team player effective team work is your first priority.

• Other questions can be asked to high level managers about the company goals, competition, the industry challenges etc., showing an interest in the company and its vision.

You shouldn’t ask too many questions – determine the number of questions you want to ask, when to ask them and pick your questions wisely.  
Of course, asking about salary, benefits and vacation, during a regular interview is considered offensive/rude, might make the interviewer uneasy and consequently lead to losing the job interview.
For further reading –
Interviewee questions to ask.
What questions to ask in an interview.