Serious Discussion Fort Firewall

Hello. I used Malwarebytes WFC before but it has provblems with "connect to service". I installed Fort Firewall instead on my Windows 7 machine, to try it, but I have no alerts. "Ask to connect" option is grey.
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Btw. I heard that it's recommender to block incoming connections for security reasons. Does Fort firewall block incoming because I don't see anything about incoming / outgoing in settings.