This verse tightly connects with what precedes. The asking here is the same asking for wisdom on how to get through trials in a joyful, godly manner just discussed in verse 5.
Asking is an imperative, which is why it is appropriate to add, "must" instead of, "let him." "In faith," is a noun acting as an adverb here, describing the manner in which we must ask. It's opposite is doubt, and James reflects several other Bible passages like Matthew 21:21-22 and Romans 4:20.
We discuss the notion of "doubting" or "wavering" for a while. We are debating ourselves, but really we are disputing against God as our fickle faith oscillates between various allegiances.
We then discuss James' illustration of the wave being blown to and fro. The language is quite rare so we cannot nail down exactly what picture James is trying to give. However, the language is plain enough that we understand we are being blown to and fro by every wind of doctrine, and are not settled in the faith.
For more biblical studies, check out my blog In the Last Hour, or give a listen to the other podcast I do with my good friend Preston, The Informal Reformers.

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