The following explains how a router acts as a firewall:
A NAT Router's Inherent Security
Although NAT routers are not generally purchased for their security benefits, all NAT routers inherently function as very effective hardware firewalls (with a few caveats examined below). As a hardware firewall they prevent "unsolicited", unexpected, unwanted, and potentially annoying or dangerous traffic from the public Internet from passing through the router and entering the user's private LAN network.
The reason they do this is very simple: With multiple "internal" computers on the LAN behind the router, the router must know which internal computer should receive each incoming packet of data. Since ALL incoming packets of data have the same IP address (the single IP address of the router), the only way the router knows which computer should receive the incoming packet is if one of the internal computers on the private LAN FIRST sent data packets out to the source of the returning packets.
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