Can I compile software on pfSense
Q: Can I compile software on pfSense in the shell or console?
The short answer: No
The long answer: No, because pfSense intentionally does not include a proper environment for compiling software (make, headers/includes, sources, etc) on the installed firewall. Those tools are left out for security and capacity reasons.
A virtual machine or separate system can be setup to compile software, and then the compiled binaries/packages/software can be moved over to the firewall.
When doing this, install a version of FreeBSD that matches up with the version of pfSense currently in use. A list can be found here: Versions of pfSense and FreeBSD
Alternately, install pre-compiled FreeBSD packages as described here: Installing FreeBSD Packages