You need a Cisco console cable to connect to the console port over Putty. In Putty, select the Serial option, and specify the serial com port and speed. My serial settings were (COM7 9600) but may be different on your machine. You can get the com port from device manager in Windows. 9600 is the default baud rate on the BIOS. I recommend changing it to 115200 in the BIOS since most OS use 115200 by default, so you'll have to reconnect once the OS boots if the BIOS is at 9600.
Once both are set to 115200, you can boot from USB pfsense like any other PC. Make sure you download the serial version of pfsense (a download option on the site).
This is the console cable I'm using. It has a built-in USB to serial adapter in the cable: