If you look in the control panel, there should be a Windows firewall icon. Double click the icon and you can turn on the firewall. Or, you should be able to click the recommendations button showing in your screenshot and turn on the firewall.
Most third party firewalls, if installed, will turn off the Windows firewall to prevent conflicts. Some of them, when uninstalled, will turn on the Windows firewall again and some of them fail to do so. The Windows firewall should be on at all times except when using or testing another firewall.
You can also use services.msc Right click on Windows Firewall/Internet Connection Services (ISC) to start, stop, restart, start manually, start automatically and disable. Try saying that three times fast! - beads