How to change firewall settings?

I couldn find my firewall icon anywhere! Its not at the bottom right corner though.How to change firewall settings?
If you go to start, control panel then you look through all the programs and there should be a windows firewall, if not then either your computer didn't come with one or it got deleted somehow. How to change firewall settings?
You are welcome. I tried. :-)

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Windows firewall sucks, anyways.

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