First, login to your pfSense as root using ssh.
Then use
pkg search python
to show which python versions are available. Output on pfSense 2.6.0:
frr7-pythontools-7.5.1_3 Provide configuration reload functionality for FRR py38-gitpython-3.1.24 Python Git Library python38-3.8.12_1 Interpreted object-oriented programming language
Now run e.g.
pkg install python38-3.8.12_1
On my pfSense, python3.8 was already installed.
Remember that in order to run python, you need to explicitly run python3.8, just running python or python3 won’t work!