Connect by name.
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how do I find the pfsense at my computer name?
eg MYCOMPUTER
and how do I connect the pfsense by name? or as ping the pfsense?
eg ping pfsenserouter.local
and how to do both using VPN?
must have some service on the network?
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This is normally handled by DNS services on the network. If you are not using pfSense as your DNS server, then you will need to add pfsense DNS entry into this server to be able to ping my name. If you are using pfSense as your DNS server, then just set up hostname and domain name in general tab and it should resolve for you.