yes, your firewall is up and running from the moment you install it and plug it in. It runs out of the box for almost all network configurations, and is secure in that configuration.
As far as uploading files to your box, yes you can do it from the webgui, or from SSH. It's as simple as creating a new file and copying the list of IPs into the new file. Then point pfBlockerNG to that file, it might be done with DNSBL? I'm sure you could also import the list as an alias and just use that on firewall.
I've never imported a list to an alias before and don't have a pfsense box to look at right now but I'm almost certain there is a webgui button for it?
If you named the list "BAD_IP" then the rule would be something along
BLOCK any_source_ip on any_source_port > BAD_IP
Again, I've never done it that way but am pretty sure that will work. I don't know how you're compiling your list but the problem with most self-maintained lists of bad IP's is that IP's are dynamic and will change over time. So after enough time you'll eventually not be blocking bad guys anymore but will be blocking whatever computer or service is now behind that IP.
Depending on what you are trying to block with this personal list, you can probably either find a maintained list that covers it and is updated by a service, or use an IDS/IPS to block the IP's.
