In theory ICMP traffic is not filtered, so ping should work nicely. Once you set up eBox as gateway (at least one external and one internal interface) you're doing NAT and firewall is filtering almost any traffic to secure your LAN.
Every traffic flow you may allow to your LAN (except for Web connections which proxy handles them), you must set rules in "Filtering rules for internal networks" section in Firewall module.
Hope this helps.