What hardware are you wanting to do this with - something dedicated to just pfsense and your Vms? Or your workstation you do your normal work on?
If dedicated - then install a hypervisor your choice - I use esxi, its FREE and rocks. But you could use prob any of them you want - I would suggest a type 1 over 2 if this is dedicated to pfsense and other vms.
Then as suggested you run your pfsense just like any other vm in your hypervisor.. You can then have your pfsense be router/firewall for your whole vm and physical network, or just as router between your physical network and your vms, etc.
Here is doc that should get you going on the right track
https://doc.pfsense.org/index.php/PfSense_2_on_VMware_ESXi_5