my experience with pfSense I learned, always check if your on-board NIC chip is supported by current BSD vserion used by pfSense
e.g. current version using FreeBSD 10.1 so https://www.freebsd.org/releases/10.1R/hardware.html
You will have a better idea for what hardware to use or not to use, and yes if you want to stick with pfSense just pick up some cheap intel NIC that are supported from eBay or Amazon
That aside, for auto detect interface you need to plug eth cable into the port on PC from switch/router while in auto select.
Also with some googleing your board only have 1 NIC on-board, it just wouldn't work unless you running both WAN and LAN on 1 x RJ45 port and separate them by VLAN.