A stateful firewall remembers the state of traffic that flows through it. It knows if traffic going outbound, the firewall knows to allow that same traffic back into the network. If traffic attempts to come into the network without an existing outbound traffic state then then firewall will know to block this attempt.
The Windows Firewall in Windows 7 and Windows 8 was renamed to Windows Defender in Windows 10. The firewall is integrated in the Windows operating system itself. The firewall settings are found in the Control Panel under Windows Firewall (or Defender).
Within the Firewall settings are additional settings under “Advanced Settings” on the left sidebar.
The basic functionality of a firewall is to allow applications to send and receive traffic. The firewall will allow or disallow traffic based on application. You’re not able to set a scope on the traffic so therefore rules apply to all inbound and outbound traffic. You can’t configure connection security rules for example to only send traffic over a secure IPSec tunnel.
If you want more detailed control of the Firewall rules and traffic, you’d use the Windows Firewall with Advanced Security option. With Advanced Security you can set inbound rules, outbound rules, and connection security rules. Advanced Security is more granular where you can specify the program, port number, predefined services, and custom variables. Custom variables include the program, port/protocol, scope, actions, profile. Advanced Security is found under the Advanced Settings of the Windows firewall.