We investigate the thermodynamic properties of a superfluid Fermi gas subject to Rashba spin-orbit coupling and effective Zeeman field. We adopt a T-matrix scheme that takes beyond-mean-field effects, which are important for strongly interacting systems, into account. We focus on the calculation of two important quantities: the superfluid transition temperature and the isothermal compressibility. Our calculation shows very distinct influences of the out-of-plane and the in-plane Zeeman fields on the Fermi gas. We also confirm that the in-plane Zeeman field induces a Fulde-Ferrell superfluid below the critical temperature and an exotic finite-momentum pseudogap phase above the critical temperature.