I am still trying to install xfce4 via the GUI. I had a problem with GNUmake, but have located and installed it. Now I get to the Xfce Utility LIbrary part of the process, and when Running make all, it fails. The error log points to the non existance of libintl.h. I have located libintl.h, and installed it...but am not sure I have it in the right location. It looks like it should be in /usr/local/include somewhere, but I have installed it there without any luck.
I think this is the correct place for FreeBSD. Can you post the error log so that I can take a close look on it?