This is the wrong place for a thread like this. Please post in a more appropriate place where you can get better help. Try here.
Hello sach1000rt, Basically, for an internet firewall, this will/should allow the user to control what(all) applications are allowed internet access (what can connect to the internet or not) This depends on the firewall. Some firewalls will just be for application access (to allow or not the internet access for a program). Some/most go further to filter the packets (connections etc) of the info sent/recieved. Check out the link given by "ronjor", this gives many links to good info. Have a read. Then come back and ask anything.