How is this related to FreeNAS?
Well, to be fair, he is posting it in the off-topic section which says "Want to discuss something of interest to FreeNAS users but which is not necessarily related to FreeNAS? This is your place." I guess he figured firewall configuration would be of interest to FreeNAS users
That said, what DrKK said is correct. If you don't already know how to configure a firewall to allow access through for something, you're going to have a really bad time trying to get a FreeNAS working as the concepts involved are much much more technical in nature.
To answer you though, it really depends on what Firewall you're using. The basic concept is to tell it that any incoming traffic on port x needs to go to client y. How it accomplishes that though can very wildly from vendor to vendor.