The firewall protection is installed by default during the typical installation process.
If during installation you decided not to install the firewall, you can install it at any other time.
Click Status in the main program window.
In the Protection section, click Install > Install firewall.
The welcome window appears. Click Next.
Keep selected the option Do not ask when common programs access the network (recommended), and click Next.
Select the Yes, I want to restart the computer now option and click Finish.