To configure the firewall for your policies, follow these simple steps:

Go to Policies -> Catalog -> Profiles -> Add Profile.  

Name the created profile and click create.

Go to Firewall -> Enable firewall rules for this profile


Configure the Firewall options for this profile. Click Save -> Review Changes 

Here you can expand the Firewall tab to see details about the changes made to the Firewall.

Click Confirm to confirm that the changes are correct. At this point, the profile will be created and you will be able to add it to any policy within your organization.

To deploy a profile for the devices within a specific policy you can refer to the article Configuring and Deploying a Policy.