Yes. No. Kinda. You shouldn't.
What you really want to do is to copy MC from a FreeBSD machine to a directory on your FreeNAS pool.
That's an alternative, not-as-good way to do what I suggested, which was to try putting it in a jail but running it from the FreeNAS host. If you just copy an executable, there's very little to guarantee that dependencies (think: shared libs) are going to be available. Doing the jail on the FreeNAS doesn't truly fix that, but does guarantee that all the bits needed are at least already on the FreeNAS platform.
And you're not supposed to modify the base appliance, because, after all, it's an appliance, and when you upgrade it, you need to have given some thought as to how that's going to work, which just sticking a binary on the USB stick isn't an example of. Thinking it all through, that is. Which I have. Which is why you'll note that I suggested both compiling it on a jail on the FreeNAS host AND compiling it statically, because that's actually your best shot at doing this and having it work, while also being survivable through upgrades, etc.
You can do a lot of other things and it might work or it could work or it might end up halfarse. Feel free to disregard the advice.