Understanding the 'Firewall' features, before going deeper I will explain a few important points.
The firewall that is meant here is WAF (Web Application Firewall), which is a filter arrangement that functions to filter, monitor and block data originating from a client to a webserver or application.
The firewall feature of Killbot can block attacks that are included in the OWASP Top 10 list (https://www.owasp.org), namely:
Hidden field manipulation
Cross Site Scripting (XSS)
Backdoor or Debug options
Third party misconfigurations
Known vulnerabilities, and many more such as SQL Injection, LFI, RFI, RCE, etc