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Yes, as long as you leave Filter Rule Association set to Add associated filter rule when creating the NAT rule. pfSense will generate a matching WAN firewall rule automatically. If you change this setting or delete the NAT rule later, the firewall rule will be removed as well.

The NAT rule handles the address translation — it redirects traffic arriving on a WAN port to an internal IP and port. The firewall rule controls whether that traffic is allowed through at all. Both are required for port forwarding to work, which is why letting pfSense create them together is the easiest approach.

In the Destination Port Range field, set the From and To values to the start and end of the range. Set the Redirect Target Port to the starting port of the range on the internal device, and pfSense will map the entire range accordingly.

OpenVPN defaults to UDP port 1194. If you’re hosting an OpenVPN server on pfSense, you’ll need to forward that port (or whichever port you configured during setup) from WAN to the pfSense firewall’s own LAN IP. The pfSense OpenVPN setup guide covers the full configuration.