Out of curiosity, is it right for a candidate to ask "what's the pay range" when he/she is called up for an interview? And i mean not during the first interview but in the first call itself?

I ask this because a few of my friends practice this. They keep asking loads of questions on the phone when they are called up for interview as in during the first call. Some of the questions they ask includes:

-pay
-is training provided
-timing
-location
-benefits


Somehow i told them to keep these questions for the real interview and as for the pay range, keep it till the end of the first interview at least. But then, they told me its a norm to ask these questions and its a must so that you don't waste time attending the interview if it does not meet what you want.

And these are friends of mine of have been having trouble landing a job directly without the help of family and friends. They can hardly get calls for interview from Jobstreet (nonprofessional resume being one of the reason).

Would these questions be one of the reason of why they are finding it hard to secure jobs?