i recommend using portmaster, its kind of extra firewall since windows default is shit. At least you’ll be able to see if something you install is connecting to internet and maybe even block it, though if you dont pay you get only 15min history data. Maybe it wont help preventing infections, but it might help mitigate damage and potentially reveal strange traffic, though i wouldnt count on it too much. Better than nothing at least.

Or if there is some other program that does the same but is better then go with that, just dont rely on default firewall imo.