Starting with pfSense 2.4, wireless interfaces must be created on the Wireless tab under Interfaces > (assign) before they can be assigned.
Certain supported cards and chipsets can have Virtual Access Points (VAPs). This allows multiple access points to be run on a single wireless card, each with their own SSID, subnet, security settings, and so on. Even if a card does not support VAPs, a single instance must be created before assignment is possible.
Some of these cards also support multiple clients, multiple ad-hoc settings, or some combination of these. Support varies wildly from driver to driver and even chip to chip on the same driver.
On most supported Atheros cards, this is limited to 4 access points. Some other cards are also supported. Check our list of supported cards and look for the "YM" in the hostap column.
Some care is needed when testing your hardware to see if this feature is supported. Some chips will simply fail to add the additional interface, others may panic and cause a reboot.