Help says look in Protection. No firewall settings there. Where are they?
I promoted you to Level 2.
You can now post a screenshot of the issue here in a comment, so we can better understand your issue.
Anyway, here is the Firewall module in the Bitdefender Total Security program:
Also, what Bitdefender product are you using: Bitdefender Total Security, Bitdefender Internet Security, etc.?
You are using an Antivirus Plus license that does not have the firewall module:
But you can request an upgrade to Internet Security or Total Security, depending on your requirements. My advice would be to contact our Commercial representatives and they will be happy to help. Kindly note that some license adjustments might be required. You can get in touch with our engineers by choosing one of the contact methods available here:
Let us know how it goes.