Firewall warning....

Unfortunately I lost the message, but I am not waiting for it to show again, so asking about it without all the details in front of me.

What should be done about a firewall message from Norton Security, seeming to show up some times when opening a browser, or going to ANY webpage?  

Looking into History, there is a long list with blue dots at the left.  A few of them show, > Activity: Firewall Rules Updated, Status: Detected

The few dialog boxes that had appeared showed Firewall... at the top of the Window, and the general appearance looked much like the Insight dialog box, and there was a file named  (I cannot remember the exact file name) lenovo......exe.

The computer is not showing any other signs of problems.  I already tried a full scan with Norton Security but it only took care of a few tracking cookies.

Windows 10 tower-form computer

Lenovo brand, 64bit computer or operating system

Norton Security v22.8