You compile elsewhere and then use scp(1) to securely copy the binaries from your development machine onto your firewall machine for use, if you do not have sshd(8) running on the firewall (most likely) then just install the scp(1) command onto the firewall and have sshd(8) running on your development machine to allow you to copy the files over the network.

Take a look at OpenSSH if you do not have any knowledge of SSH yet.