Windows 8 comes with a built-in firewall that is similar to the one found in Windows 7. This firewall, usually known as the Windows Firewall, allows you to stay protected even if do not have third-party application firewalls installed.

If you turned off the Windows Firewall during the Windows 8 installation, you can turn it back on via the Control Panel. The process it takes to open the Control Panel in Windows 8 is slightly different from Windows 7 due to the introduction of the Metro UI.
Step 1
Log in to your Windows 8 user account. You will now see the Metro UI.
Step 2
Point your mouse to the lower right corner of the screen. A sidebar will show up on the right side of the screen.
Step 3
Click the “Control Panel” option on the sidebar. Windows 8 will now open the Control Panel.
Step 4
Click the “System and Security” option. Once you are inside the System and Security window, click on “Windows Firewall.”
Step 5
Click “Turn Windows Firewall on or off” on the left side of the window.
Step 6
Click the radio button under both the private and public settings sections. Now click the “OK” button to turn on the firewall in Windows 8.