[Sykox]

Is there one absolutely similar to windows? Closest i found was GlassWire

[j45]

I used to use something called Tiny Firewall, was quite capable and similar. Not sure what happened to it.

http://www.oldversion.com/windows/tiny-personal-firewall/

[Semaphor]

http://www.binisoft.org/wfc.php

It works with the windows firewall. Only the registered version allows notifications for blocked outbound connections ($10 "Donation" required)

[chrisper]

You could just buy the whole security suite of your firewall program which comes with a firewall probably. For example ESET Cybersecurity comes with a firewall.