At first check that you have Antivirus software installed on your computer. Some Antivirus have built-in Firewall protection. But some Antivirus only protect you from virus.
You may think why you need a firewall?
Answer: Antivirus software only protects you from virus. But a Firewall Scans traffic passing through it and denies or permits applications based on rules. Someone can easily connect to your pc and can steal valuable information.
Now Software developers are making Antivirus programs with built-n firewall. For example: Kaspersky Antvirus and kaspersky Internet security is not the same. One without firewall and another with firewall protection. If you brought ony antivirus software then you need a firewall to protect your pc.
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