For the sake of simplicity and performance, you generally want to see RAID in hardware, and that effectively hides the details from the end user, whether the RAID volume is local or networked. Once the RAID is configured, the OS sees a single virtual disk, and that's the end of it
It is possible to do it in software, of course, using Windows Disk Manager, or particularly if using Linux (which FreeNAS is based on). The question changes from "can you do it?" to one of "would you want to do it"? Using
LVM, you can create RAID volumes from local or remote volumes, or even mismatched volumes e.g. a local disk and an iSCSI volume.