Just like any other player, it has to come from direct play. Sometimes goalies go up into the oppositions box during a corner kick when it is very late in the game and his/her team desperately need a goal. Likewise, a goalie could score from a goal kick or from a punt.
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Yes, just like people can go into a goal and block the ball even when theyre strikers, midfield and defenders.
Any player may score a goal in futsal. However, the goalkeeper cannot score by throwing the ball into the opposing goal: the ball must be legally propelled.