I think using a thrid-party firewall software which is not made by Microsoft can be useful to most users. The Windows firewall software which is pre-installed in Windows failed to stop the WannaCry ransomware, and other network-based malware which can use Internet Explorer/Edge browser, Adobe Flash Player, and the Java runtime to infect computers.
More advance Third-party firewalls software can sometimes block the Windows File System from malware infection.
More advance Third-party firewalls software can sometimes block the Windows File System from malware infection.