What is the firewall that protects the files on your computer?

I want to develop my own firewall to block viruses and hacks. I wish to develop my own firewall so i know that i have a firewall i can trust and i can change in case of emergency can someone tell me what the firewall is that protects your files is called? Im an amature to programing but i am teaching myself to get better. i will admit that i havent had anyone help me with my knowledge on programing and what i know i learned myself through trial and error.