In most of the operating system, the firewall is inbuilt and available once you install it. You have to turn it on and customize the policy in case if you need changes to it. But the default policy should suffice to use it without issues.
- Make sure Windows firewall is turned on
- Allow required apps to communicate
- Tool to automatically diagnose and fix Windows firewall issue can be found below https://support.microsoft.com/en-in/help/17613/automatically-diagnose-and-fix-problems-with-windows-firewall