Windows firewall does not appear to have similar features. A vscode extension connecting to a host I run is okay, connecting to a random domain is not okay and I don't see anything at all in windows firewall to notify me about individual connections. Please advise me on where this functionality is if I'm just missing it.
And there's a lot about little snitch that I actively dislike, but its features are extremely useful. I'd love to have those on windows as well.
As others have linked me similar software, I will explore those.