Little Snitch - Little Snitch is a firewall application that monitors and controls outbound internet traffic.
GlassWire - Visualize network activity in detail, get notified when new apps access the network, look out for...
NetGuard - NetGuard
Windows 10 Firewall Control - Windows 10 Firewall Control: simple and exhaustive solution for applications network activity controlling and monitoring.
Portmaster - Is a Privacy Modular Privacy App which includes a "DNS over TLS" feature as well as an "Application Firewall".
TinyWall - Lightweight and non-intrusive firewall