Is there any haskell function to concatenate list with separator?

Yes, there is:

Prelude> import Data.List
Prelude Data.List> intercalate " " ["is","there","such","a","function","?"]
"is there such a function ?"

intersperse is a bit more general:

Prelude> import Data.List
Prelude Data.List> concat (intersperse " " ["is","there","such","a","function","?"])
"is there such a function ?"

Also, for the specific case where you want to join with a space character, there is unwords:

Prelude> unwords ["is","there","such","a","function","?"]
"is there such a function ?"

unlines works similarly, only that the strings are imploded using the newline character and that a newline character is also added to the end. (This makes it useful for serializing text files, which must per POSIX standard end with a trailing newline)