Take a look at the features page from Netgate and you will get the whole list. pfSense is not limited to firewalling but VPN connections, routing, IPSEC tunneling, bridging, load balancing, DHCP, DNS, failover, SNMP, NAT, traffic shaping, deep packet inspection, intrustion detection capabilities are also included and not limited to. The company behind it is called Netgate, and they sell very interesting hardware appliances for networking, comparable to those of Cisco, Juniper (also based on FreeBSD), F5, or Palo Alto. PfSense is a FreeBSD based distribution made for networking purposes.
Before going to it, let’s address the first question, which is what is pfSense.
There are other guides on how to do this on Windows, Mac, but not on FreeBSD, so here goes a how to pfSense on Virtualbox running on FreeBSD.