Enabling the macOS firewall helps prevent unwanted incoming connections from reaching managed computers, and you may want to enable it depending on the other network protections you have in place.
Enabling Gatekeeper controls where apps can be downloaded from.
Use the Security and Privacy payload to configure firewall and Gatekeeper settings for managed computers. Firewall settings are in the payload's Firewall section. Gatekeeper settings are in the payload's General section.