Yes. If you have firewall software running on your computer, it is different than the firewall on your router.
The settings on the firewall software on your computer apply only to your computer. The firewall settings for the router apply to your entire network.
Also, if you have had to configure your firewall software on your computer to opening specific ports for Internet based games or applications, VPN clients, VoIP services, etc., they may also need to be opened on your router. See the documentation for the application or service to determine if you need to set any Port Forwarding or Port Triggering settings on your router.
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