How did you install FreeNAS? You can "install" Memtest86+ in the exact same way - you either burn a CD or write to a USB drive. In fact if you have Windows on another computer you can write a USB drive directly.
It's a "live" operating system. You boot it (selecting the USB drive in the BIOS first), then it runs entirely from the USB drive, not touching your hard drives at all. It doesn't "install" itself.
Let it run as long as you can, at a minimum overnight. It should report NO errors otherwise there's a problem with your RAM.
As it runs, please take the time to look over some documentation on FreeNAS. At least take a look at
@cyberjock 's guide - the link is in his signature. FreeNAS can be quite complicated. Although you can run it without being an expert you should know what you're getting yourself into here.