The firewall on a computer is not, generally, a physical thing at all, but is a software program that watches everything happening on the network and stops network activity that it believes could be harmful.
The firewall, as it watches what is happening on the network, could be said to be connected to the network plug, which is a small, square plug, generally on the back of the computer. It looks like an oversized phone jack. Do not plug a phone jack into a network connector; it will destroy your network hardware.
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