I think that video doesn't show what you try to achieve. The goal in the video is to deploy a trusted environment in an AD domain by installing the root CA's cert on the DC and rolling out a policy to trust it.
To get a webserver work with HTTPS you need a pair of a private key and a public certificate.
Most webservers provide a generator for a self signed cert, which is easier to install than that.
But if you want, you may also install a cert generated by a CA on pfSense. However, you have also export the private key of the cert, either as separate file or as a p12 bundle, and install both on your webserver. How to do this, depends on the webserver type.