"When" can be interpreted as meaning "what days?", "what times?", or both. Usually context hints at which meaning is intended, but sometimes it can be ambiguous too.
B: There's been a lot going on at work lately, I'm starting to feel a little overwhelmed.
A: We should find an afternoon to meet and talk about it. When do you work?
B: I work Tuesday through Saturday, but I'm free on Sunday and Monday.
A: I'll need to call you tomorrow. When do you work?
B: I work from 2 to 7.
A: Okay, I'll call you in the morning then.
To be explicit about which answer you're expecting, you can indeed ask "What days do you work?" or "What hours do you work?" Both are natural questions to ask.
I can't really think of a case where "when" asks about frequency, however. Saying "I work twice a week" doesn't answer when you work. If you want to know that, you can ask, "How many days a week do you work?"