S-C - go to 'Start', then 'Control Panel', then double click the 'Windows Firewall' icon. When the program opens, tick the option against the red shield symbol and then 'OK'.
Regarding the best option for your new computing needs, I wouldn't wish to comment as the real answer is "It depends upon what you want....."
Bill Gates brought computing to millions of people and for that he deserves thanks. The continual bitching and moaning and references to Micro$oft from the IT-knowledgeable are regrettable. Sure there are probably better systems and software for the real experts, but for everyday use I'm entirely happy with Microsoft!