Make sure you have opened Control Panel. Click on System and Security menu.
Click on Check firewall status under Windows Firewall menu.
Click on Turn Windows Firewall on or off on left menu.
Here are two types of network - Home or work or Public network. If you want to completelly disable windows firewall, select Turn off Windows Firewall(not recommended) under both types of network. If you want to enable firewall, click on Turn on Windows Firewall. Alternativelly, enable/disable firewall only on selected types of network. If you want to know more about these network types, click on What are network location?.
If you have defined some exceptions in firewall and you want to ignore these exceptions(so that all incoming traffic is blocked), just check Block all incoming connections, including those in the list of allowed programs. This is the most secure setting, but can greatly impact on usability on installed programs. But this depends on actual program you are using and network requirements of these programs.
Check/Uncheck the Notify me when Windows Firewall blocks a new program to enable/disable notifications. this is a great setting, since it allows you to have an insight on what is going on your computer regarding network communication. With this you are able to check what programs make network communication.
Click OK to save your changes.