In short:
Step one: Create a Volume
Open the FreeNAS web-GUI and click on "Storage" on the left. Select "New Volume". Add the drives you want to add to the array, select ZFS and choose what setup you want (stripe, mirror, raidz1, raidz2), then give it a name.
Now you have a zpool set up. You can access the storage-space from the server console (ssh) but not share it. Not very practical.
Step two: Creating shareable folders
Click on Create ZFS Dataset (under the "Storage" category on the left hand menu), select the zpool you created in step one, give the dataset a name and you're done.
Now you have a folder you can share under the Sharing-category in the left-hand menu.
How I set up my server: (Some of these steps might not be possible to do in one go. If you can't find all the options in the mentioned section, just go back and edit the zpool/dataset in question.)
I started by adding a six-drive zpool called "zpool" (very creative, I know), compression to lzjb, made it raidz1 and saved it.
Next step was to create three datasets called "HD" (for my HighDef movie collection), "SD" (for my DVD-collection) and "FLAC" (for my music). Compression and atime was set to "Inherit".
Finally I shared the datasets using NFS and SMB/CIFS so I could read/write and guests could read only.