The Sophos XG 115 has a VGA port and a Console port: This method uses a console cable to connect to the firewall. The cable I used is available on Amazon, and it has not caused me any problems since I started using it months ago.

• Download Rufus
• Download the pfSense memstick image
• Install and run Rufus
• Write the pfSense memstick image to the USB drive using Rufus

• Press the Windows key and type "Device Manager", press enter
• Scroll down to Ports (COM&LPT)
• Look for "USB-SERIAL CH340", take note of the COM port
• 

• Note: The BIOS procedure outlined here was able to successfully enable me to install pfSense. The information I got my settings from came from this post on Reddit. I cannot speak for any other settings listed in the document, as what I outline here is what worked for me.
• Download PuTTY
• Install and Run PuTTy
• Set "Serial Line" to the COM port that was noted
• 
• In the left hand menu, go to Connection -> Serial
• Set the following options:
• Serial Line to Connect To: COM Port that was Noted
• Speed: 38400
• Data Bits: 8
• Stop Bits: 1
• Click "Open"
• 

• Press F2 like a madman to get to the bios screen
• Go to Advanced -> USB Configuration
• Make sure "Port 60/64 Emulation" is set to "Disabled"
• 
• Go to Boot
• Go to Boot Option #1
• Select USB Hard Disk
• 
• Go to Save & Exit
• Select "Save Changes & Reset" and press enter
• Very quickly, manually power the firewall off by holding the power key for 5 seconds (the light will turn red) -- don't power the firewall back up until the settings for putty are tweaked)

• Open putty back up
• Change "Speed" to 115200
• 
• Click "Open"

• Power the firewall back on
• You'll soon end up at the pfSense boot screen
• 
• Wait for pfSense to show "vt100" and select that
• Press enter to select "Accept" the license agreement
• Press enter to select "Install pfSense"
• Press enter to select "Guided Root-on-ZFS"
• Press enter to use default ZFS pool name
• Press enter to "Proceed with Installation"
• Press enter to select "Stripe - No Redundancy"
• Press the spacebar and then press enter to pick "ZFS Configuration" displayed
• Press enter to select "Yes"
• After pfSense extracts the files and reboots, remove the USB drive

• You will end up at the pfSense boot screen again
• Let pfSense run its course until you come to the configuration screen
• 

• Press '1' to "Assign Interfaces"
• Press 'n' for "Should VLANs be set up now"
• Enter the name of your WAN interface (should be igb1 as that is the interface labeled WAN on the back of the Sophos XG 115)
• Enter the name of your LAN interface (should be igb0 as that is the interface labeled LAN on the back of the Sophos XG 115)
• Press enter to skip "Enter the Optional 1 interface name"
• Press 'y' for "Do you want to proceed?"
• pfSense will then write the configuration and reload the settings

• Press 'n' for "Configure IPv4 address"
• Enter 192.168.200.1 for the LAN IP address
• Enter 24 for the subnet bit count
• Press enter to skip IPv6 addressing
• Press 'y' to enable the DHCP server
• Enter 192.168.200.2 for the start address of the range
• Enter 192.168.200.254 for the ending address of the range
• Enter 'n' to use HTTPS for the webConfigurator protocol
• pfSense will write the changes and reload configurations
• pfSense will tell you the webConfigurator is ready to go

• Open up a web browser and go to 192.168.200.1
• 
• Enter the default credentials -- username: admin, password: pfSense
• You will end up at the pfSense initial configuration page
• Click "next"
• Click "next" at "Netgate Global Support"
• Keep defaults for "General Information" and click "next"
• Keep defaults for "Time Server Information" and click "next"
• Keep defaults for "Configure WAN Interface" and click "next"
• Keep defaults for "Configure LAN Interface" and click "next"
• Change the password if you wish and click "next"
• Click "reload"
• From this point you should be able to connect to the Internet