The auto-detection is to help you when you don't know which RJ45 Ethernet socket corresponds to which FreeBSD device name. Start with the cables unplugged, get going on the auto-detect bit, then insert the cable when it tells you. pfSense will see which device just came "online" and suggest to use that for WAN, then LAN…
The cable from your ISP device connects to WAN, and the cable to your private network (switch, access point, client computers...) connects to LAN.