On Windows, there is a set of system services and an API that allows software to process and filter all network traffic. This allows firewalls, parental control software or antivirus to do their job using the APIs offered by Windows.
For example, the tool simple wall interacts with WFP and thus allows you to configure the network activity of your Windows PC. You will be able to create your own filtering rules including on system services, set up blocking lists to dodge Windows telemetry or even have logs on packets that pass through and those that drop for no apparent reason.
Simplewall is a tool that will give you more control over what passes through your computer and allow you to concoct with little onions what you authorize or not. This will greatly improve your security.
Simplewall can also be used in command line or portable mode.