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
Cookie poisoning
Parameter tampering
Buffer overflow
Cross Site Scripting (XSS)
Backdoor or Debug options
Stealth commanding
Forced browsing
Third party misconfigurations
Known vulnerabilities, and many more such as SQL Injection, LFI, RFI, RCE, etc