I'm late too so we're even
Yes, it tests ports to see if you're stealth. Most firewalls can totally block visibility of your computer. But read their descriptions of challenges and meanings. I found it educational.
Anyway it's a good test which can expose some vulnerability. BTW, try it without a router in place to test the firewall in the computer instead of your router.
They do other tests, such as one leak test. Worth doing. Now, even if you pass the grc leak test ... read on ...
There is another site,
http://www.firewallleaktester.com/ , with numerous other good tests, PCflank (#19) being the roughest to pass even under the best of circumstances. Reading the descriptions of each one in the link above is food for thought, believe me
Incidentally, I think the site is misnamed, in that, while grc tests the firewall, the tests on this site basically test your entire security system, only part of which is the firewall in my opinion. Just reading the descriptions of the tests is enough to shake your confidence in the protections we take for granted. I don't mean any product comparisons, find them rather meaningless (due to unknown configurations). What Ifind interesting is how and why you might be vulnerable. Just learning. Forever it seems
Edit; IMPORTANT (IMO)Some of the tests can break your computer, so run them having first backed up the whole system, or on a computer that can be trashed. I haven't experienced the breaks yet but I think it's very possible.