@advcorp:
Today afternoon I installed, step by step, the various modules of pfsense, but the result is always the same.
Ok, you installed step by step. So at what step did the captive portal fail? What tests did you run after each change you made? As Gertjan suggested, start with a plain install with no packages. Test you can get out to the internet using the basic installation. Then, add the captive portal to your OPT1 network. Test again. Does the captive portal work? If so, move onto the next part of your install, testing each time until it stops working. You will then know at what point in your installation process things start to break and you can diagnose the problem. You've said nothing about testing at each point in the installation, so nobody can assume anything else but that you didn't.