A firewall is a security measure which consists of a separate computer that acts as a 'bouncer' between the Internet and an internal network. Its job is to sift through all incoming traffic and turn away any undesirables and also to implement security measures. These act as a terminus for the Internet connection and allow no direct contact between the internal network and the Internet. A screened host gateway.
Any traffic coming into the internal network from the Internet is intercepted by the router.
This router has been configured to send all of this traffic to the screened host, which in turn can validate all incoming requests.