Thanks Sir BBcan177 for wonderful sharing and creation.
This concern is now resolve.
For those newbie like me, please see below answer from Sir BBcan:
"BBcan177
Its in the DNSBL Category Page... Enable Shallalist, and then click the checkboxes for the categories that you want to enable. Best to enable "TLD" option in the DNSBL Tab so that it wildcard blocks all domains/subdomains. Click on the blue infoblock icons for some more details for each option. Hope that helps get you started!
A good tutorial:
https://www.linuxincluded.com/block-ads-malvertising-on-pfsense-using-pfblockerng-dnsbl/
https://mitky.com/pfblockerng-pfsense-filter-specific-clients-computers-network/
Also check out Reddit:
https://www.reddit.com/r/pfBlockerNG/"
Thanks