I was able to Install Firefly III in a FreeBSD environment (it is a FreeNAS jail, actually, but it doesn't matter) by following the general instructions in the Firefly III documentation.
Unfortunately I didn't take notes of the whole process, step by step, as I actually do it, but I guess that this general guidelines will lead you in the right path.
“Jail” is nothing more than the container technology used by FreeBSD these days (yes, there is life beyond Docker...), and we can say that a jail is a “mini FreeBSD environment”.
So, after creating the jail (refer to the documentation of FreeBSD or FreeNAS), the first thing you need to do is to “login” at the jail's console and start to use it.