A firewall is named for the structure in an automobile which keeps engine compartment fires out of the passenger cabin.

https://en.wikipedia.org/wiki/Firewall_(engine)

A physical firewall is "a wall or partition designed to inhibit or prevent the spread of fire" and a car typically has one in-between the engine and the passenger compartment. That way if the engine starts on fire, the passenger should have time to get out of the car before the fire gets to them.

Computer firewalls are similar in that they are designed to protect the computer (the passenger compartment) from security threats (fire). Just like the firewall in your car, a firewall on a computer probably won't completely prevent security threats from getting through but it will help.

They are providing strong walls with carefully planned entry and exits to the "highway." The point is to only allow access to the road from predetermined, controlled points. Although its not 100% guaranteed to control access, it will mitigate many (if not most) of the unwanted traffic. As far as the actual entry and exit points that are sanctioned, those can still cause problems and still need to be monitored.

Think of a fire door :) it lets people in and out (intended purpose) but doesn't let fire in and out :)