Mellanox ConnectX-2 Card Install
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You will have to download and build the drivers in FreeBSD 10.3 then copy the kernel modules across to pfSense. There are no build tools in pfSense so you can't build it directly there.
I would start by generating a FreeBSD VM to build in for the version you need, 10.3 for pfSense 2.3.X or 11 for 2.4.