A packet filtering firewall, designed to regulate incoming and
outgoing packets from a network or an operating system, is akin
to security personnel guarding the entrance to a commercial or
residential property. Such a system has very little authority,
unless given additional powers, in what applications inside the
operating system or network are able to do. That is where an
application “firewall” comes into play. It is designed to ensure
that applications in an operating system (or in some instances,
a network) adhere to access control rules that govern their
“activities.” It should be noted that an application firewall,
like a stateful packet filter, is not a one-shot security
solution. It merely adds an extra layer of security to a system,
complementing other security protocols and systems in place.
That idea also formed the main point of why your computer needs
a firewall enabled. This crude sketch shows applications in an
operating system when there is no application firewall to
regulated their actions.