Proxomitron and WebCleaner, are these two 'firewalls' ?

Proxomitron, and WebCleaner, can these two be considered firewalls ?

From what I've read I get the impression that they focus on the browser, are they missing some firewall functionality ?

(In other words, would adding a firewall accomplish something ? Correct me if I'm wrong, there is no or little outbound protection, but as far as inbound protection goes?)

Btw, there is a vulnerability regarding wireless connections and firewalls, what is it called ?

 

No. They there are content filtering proxies. They can filter ads, cookies, etc.