The firewall in Linux is iptables. It is part of the ports infrastructure. The system will not run without it. Linux's firewall starts automatically when the system loads on boot. You don't need to do anything to start it.
I think you must be referring to one of the many GUI configuration utilities often used to set up iptable rule sets. These only need to run when you want to change your firewall rule sets.
Insanity: Doing the same thing over and over and each time expecting a different result.
Democracy is 2 wolves and a lamb voting on the menu. Liberty is an armed lamb protesting the electoral outcome. A Republic negates the need for an armed protest.