Glasswire is probably the closest equivalent for Windows

There's loads of firewall application on Windows: ZoneAlarm, Comodo, Tinywall. Some use their own packets filtering driver, while some are just frontend for Window's built-in firewall.

I used to run these for a while, but it gets annoying real fast with large amount of pop-up. So now I stop using them, and only block known bad IPs using my Pi-hole, allowing everything else.

Windows Firewall Control https://www.binisoft.org/wfc.php is a nice interactive control system for the built in windows 10 firewall control, its good. It became free some time last year 2019 afaik.

Check out NetLimiter 4 https://www.netlimiter.com/products/nl4

Has the same blocking capabilities, however it is not just install and run like LS is. It needs a little configuring to get it to behave like LS, and (For me) it took a bit till I understood what to turn on and what rules to enable. Once I had the rules setup, it's basically the same. Once an app wants to connect you can let it connect once, until terminated, for forever, to once domain only, or any domain.

There are many, some better, some worse in particular ways. It all began with Outpost firewall during the Windows 98 days, then more alternatives emerged. Kerio Personal Firewall was what I liked the best for Windows XP. Windows 7-10 have surprisingly good firewall built-in, all you need is a good GUI to control it - Windows 10 Firewall Control by Sphinx Software.

I have a very good experience with SpyShelter Firewall.

FortKnox Personal Firewall works too.

Also, all frontends for builtin Windows Firewall that I've tested, have failed in "2ip Firewall Tester".

Windows has had a built-in firewall since XP, and Vista introduced outbound rules.

peerblock if it's still getting updates