The "firewalls" in the title of this thread refers to outbound application firewalls. There are products that behave like this on Windows, but they're typically part of a security suite which one may or may not want. Others are free and display ads or collect information about the user.
I've used two products in the past, NetLimiter and ZoneAlarm. Back then NL was just getting some basic firewall features, since its main feature was throttling the connection per app. I used ZA as a free product, but now I see they have a paid version.
Last time I checked a couple of years ago I also found GlassWire, but I didn't purchase it because it kept being detected as infected by VirusTotal and the dev didn't have a clue what was wrong.
Frankly I don't know how trustworthy any of these apps are - this is a big problem with security software on Windows - you don't know if the anti-malware is going to behave like malware.
I've used two products in the past, NetLimiter and ZoneAlarm. Back then NL was just getting some basic firewall features, since its main feature was throttling the connection per app. I used ZA as a free product, but now I see they have a paid version. Last time I checked a couple of years ago I also found GlassWire, but I didn't purchase it because it kept being detected as infected by VirusTotal and the dev didn't have a clue what was wrong.
Frankly I don't know how trustworthy any of these apps are - this is a big problem with security software on Windows - you don't know if the anti-malware is going to behave like malware.