Firewalls are technological barriers created to prevent unauthorized or unwanted connections between computer networks or workstations.
A well-configured firewall will allow harmless programs to run and will block only the ones that try to contact unauthorized servers.
Usually, firewalls display notifications whenever they want to block an application, so that users can choose to allow the software to run.
However, modifying firewall settings should only be performed by computer experts, who have the knowledge to identify the running processes and choose when they should be allowed or not.