Unfortunately most routers have an extremely basic firewall and for the most part will just allow everything out. The NAT configuration on your router will allow for established sessions to communicate back to origin host. Incorrectly configured NAT/Port forwarding/Firewall on the router (btw, a good router will allow you to change NAT settings, Port Forwarding and additional firewall settings) will render your PC open to abuse from the wild.
Your windows firewall will act as a gatekeeper, allowing some traffic through and discarding incoming traffic. This works quite fine until another PC/device on your network needs to speak to your PC.
The simplest way is to let windows prompt you if it wants to open up ports for applications. If you already know the ports, protocols and direction of the traffic you can quite easily just add the appropriate rules.
Ultimately there should be no reason not to run a PC anywhere without a firewall enabled.





