All Internet connections are a two way process. Data must be sent and received by your computer. This data is sent through something called ports. These are not physical things rather aspects of the way your computer communicates online.
Firewall software watches these ports to make sure that only safe communication is happening between your computer and other computers online. If it sees something dangerous happening it blocks that port on your computer to make sure your computer stays safe from the person who is trying to hack into your system.
