I don't know for sure, but I'm willing to bet that it's not as bad as a regular ISP connected network. The Windows firewall should be enough. But I have to tell you, I had the Windows firewall on and had peerblock running and I was getting a load of blocks which didn't make since to me. I mean, I block Amazon AWS, China, Russia, Microsoft Azure, TOR and some other things. So I was thinking a recent program was doing this. After combing through my entire computer without finding anything out of the ordinary I wondered of I was still in the DMZ I had placed my computer in. So I logged into my router flashed with DD-WRT and DMZ was off, but I guess you have to hit apply and then save. I did that and no more peerblock blocks.
So with that, Try peerblock and grab some lists from iblock list and see what happens. I maintain some lists for Amazon, CloudFlare and Azure at my blog.
www.blog.systechforum.net If you want, I can give you my massive country blocks. I'll have to update them. It's not a problem. Like I said, I block China and Russia. Taiwan is in there the DPRK, Cuba, Iran, Ukraine I think and several others.
Tinywall might be better than Windows firewall.
https://tinywall.pados.hu/features.php