Unlike the other titles of FF you do not make too much gil by just killing a monster. (if any at all)

By farming i mean search out specific monsters to kill for the item they drop. collect a stack of either 12 or 100 (depending on the item) and sell it either on the auction house, in your bazzar or to an NPC (note NPC's generally skrew you out of gil, so its better to sell them on the auction house.)

there are other ways to make money, sell teles or warps. you can sell PL's. you can synth (usually better) items from other items. Also certain monters called NM's (Notorious Monsters) or BCNM's (Burning Circle Notorious Monsters) Drop really good items ... Missions also award gil after completion.... it goes on i think.

***EDIT***

Its not as easy as say FFVII or FFX to become an instant gillionaire, In FFXI you have to work for your money (esp since RMT's and whatnot)