Windows Firewall has greatly improved since Vista and you wouldn't really need to use a third-party firewall program. Computer security has a lot more to it than just firewalls, and after it's all said and done, the weakest link is often the user; you. Google "how to secure your computer" and you'll see just how many articles exist that cover that extensive topic. They'll all cover the basics, so read them and make use of that knowledge. Feel free to seek further help with anything you find unclear.
In a nutshell:
- keep Windows updated (important updates)
- keep installed software updated
- keep security software updated (antivirus)
- install drivers and software from trusted sources and authors only
- watch your online habits (be wary of the sites you visit, links you click and information you provide. There are lots of traps and baits on the web)
- be careful with email attachments, even from trusted sources.
- use secure/strong passwords for your online accounts, and if applicable, enable two-factor authentication. Do not share one password with multiple accounts.
The above list is not nearly exhaustive, but it should guide you when reading those articles so that you know what to look for in them, because not all online sources are credible.