How to add exception to firewall?

Hi, I'm new to linux, ex-windows user. I remember some Windows programs asked me when installing if I'd like to add an exception in the firewall for that especifically program. I'd like to let some programs like Firefox, Stellarium, system update and so on... the most useful programs for a non-expert user. But when I tryied to do so, the "things" i've found are like ports, doors etc. Can you help me to set the firewall to prevent computer's people like me (just final user) being invaded, please? Does somebody knows, for example, standard profiles for old and dummy people for me to download and install easially?

Thank and, please, excuse my brazilian english. If i got misuderstood please ask me.