By default it should be configured to allow all outgoing, and block all incoming. That’s perfectly fine for a desktop/laptop and you don’t need to mess with it.
You can’t really do that much outgoing filtering with a firewall that will be useful, because basically everything operates on port 80/443, and often connects to the same CDNs or datacenter IPs for multiple services.
Instead DNS blocking is a much more effective way to handle it, plus uBlock Origin in your browser.
Many people use laptops and use other wifi networks or tether to their phone, both can expose you because of unknown firewall states or IPv6 being used.