What happens in squid in transparent mode
In transparent mode, your browser will show an error because the site that it is indirectly connecting to doesn't match the certificate.
What this actually means
Instead of listing on each computer details of squid
I create this file Put it in pfsense
And computers identify squid alone without any settings ?
Yes. However, the web sever hosting the wpad.dat file has to be HTTP, not HTTPS. You can use the pfSense web server if you have it set to use WebGUI via HTTP. Otherwise, you will have to have another web server to host the file that is HTTP.