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There are several utilities in FreeBSD to manage kernel modules. Among them are: kldload, kldstat, kldunload.
First (kldload) would be useful for loading files *.ko into FreeBSD kernel using kernel linker. Second (kldstat) displays status of files loaded into kernel. Third (kldunload) helps to unload files which were previously loaded into kernel with kldload.
This utilities are analogues of modprobe and lsmod utilities in Linux.
Example: in order to enable ipfw kernel module without FreeBSD restarting you can do:
cd /boot/kernel
kldload ipfw.ko
Another way to enable ipfw is to add line firewall_enable="YES" into /etc/rc.conf and restart FreeBSD. But kldload method is much more easier and fast as for me 
You don't need to change the directory, kldload ipfw is enough.
Thank you for the comment, Oliver!