I need to install a component to pfSense. But I can't create any files/folders as I get the message "Read-Only file system". Normally they are not supposed to be read-only, I'm running on a FreeBSD system. pfSense runs a UFS file system.
You're running the embedded version, which stays read-only mounted to not kill flash media with its limited write lifetime. You can mount to read write by running /etc/rc.conf_mount_rw and when finished, mount back to read only with /etc/rc.conf_mount_ro.
If you're running on a hard drive or SSD you can run the full install version, which stays read-write mounted all the time.