They're nice-looking, but don't have anything that even remotely resembles rules. All it can do is deny or allow all traffic, on per-application basis. If you want your email client to talk to only your email server but not anywhere else (as a security precaution) you'll have to use built-in Windows firewall facilities to set up such a rule.
Rule management is coming in v2.0 - or so they say - but it's not yet here.
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Outpost Firewall used to be a powerful interactive firewall for Windows, but it's dead those days.
unfortunately nothing comparable to little snitch that I could find.
In windows I use the built in windows firewall with WFC[1] to configure it but as much as it gives you a notification when an app tries to connect to somewhere, due to how it works it unfortunately blocks the request first and gives you the notification later, so you always have to retry/restart the offending app unlike little snitch where the app remains waiting while you decide if you want to let it connect or not.
This said I would not use windows without it, these days most applications seem to want to phone home all the time for some reason.
The issue with Tinywall is it won't alert you when it's blocking apps.
Since a lot of Windows apps are a conglomeration of EXEs just whitelisting the main app is often not enough.
Comodo is WAY more bloated than Tinywall but I use it because I can set it to alert me to everything that tries to access the internet, and choose to block it or not.