FR0 galaxies constitute the most abundant jet population in the local Universe. With their compact jet structure, they are broadband photon emitters and have been proposed as multimessenger sources. Recently, these sources have been detected for the first time in γ rays. Using a revised FR0 catalog, we confirm that the FR0 population as a whole are γ-ray emitters, and we also identify two significant sources. For the first time, we find a correlation between the 5 GHz core radio luminosity and γ-ray luminosity in the 1–800 GeV band, having a 4.8σ statistical significance. This is clear evidence that the jet emission mechanism is similar in nature for FR0s and the well-studied canonical FR (FRI and FRII) radio galaxies. Furthermore, we perform broadband spectral energy distribution modeling for the significantly detected sources as well as the subthreshold source population using a one-zone synchrotron self-Compton model. Within the maximum jet power budget, our modeling shows that the detected γ rays from the jet can be explained as inverse Compton photons. To explain the multiwavelength observations for these galaxies, the modeling results stipulate a low bulk Lorentz factor and a jet composition far from equipartition, with the particle energy density dominating over the magnetic field energy density.