In general, as long as the network adapter is set to "Bridged" or "NAT" you should have internet access.
However, if your running both pfsense and Ubuntu -- I'm assuming you're going to want to the Ubuntu VM to pass through the PFSense before reaching the internet in general.
In this case: you want to have (at least!) 2 NICs attached to pfsense -- one going to the outside world (via Bridged or NAT), and one restricted to the inside -- something like "Internal Network" or "Host Only".
However you choose to represent the "inside", be sure to set that same adapter for the Ubuntu machine.
Configure the Ubuntu machine as if it were real, with the appropriate network settings pointing to the PFSense box's "internal" interface as a default gateway, etc.
As long as one side of the pfsense box has access to the internet, assuming there's not filters outside of the virtual network (firewalls elsewhere), downloading packages should be no problem.
