No, freedom is not free. There are at least two reasons for this.
First, freedom for societies and countries often has to be won or protected through war. The American Revolution won freedom for the whole country while the Civil War won it for African Americans. African Americans later had to sacrifice in the Civil Rights Movement (with some even losing their lives) to truly become free and equal.
Second, on a personal level, we have to pay for our freedoms. We pay by having to take care of ourselves rather than relying on others to do it for us. We pay by having uncertainty in our lives because our freedom makes it possible that we might fail.
In these ways, freedom is not free.