You can't install much of anything on FreeNAS. There's just no storage space to store anything. The manual makes it quite clear that you shouldn't try to install anything on FreeNAS. But jails are a very good option depending on your needs.
Installing into the jail is fine. I understand that you shouldn't install on top of the FreeNAS installation itself. Do you have any idea how to install git on a FreeBSD setup? I've tried `pkr_add -r git`, to no avail…