Firewall is a word that's very often used as a keyword in search. I have checked that it doesn't give useful results. Most of them are pages of companies that offer firewalls, but not explanation.
Firewall is a piece of software or hardware (or both) that blocks access to network or computer it protects. Blocks - the traffic that's considered harmful. Usually there are rules and only traffic that passes the rules is allowed. It may be filtred both to and from the target.
Such solution can be very simple or very complicated (when it changes its behaviour according to the situation). There are different needs.
For home use a sile solution is usually enough. It just has a list of allowed ports or (and) applications and allows them in when dropping all others.