For security reasons, most private networks are not connected directly to the Internet. The machine which acts as the router between the public and private networks is called the firewall. The firewall is like a car component which protects the passengers from a fire in the engine.
The analogy of the word "firewall" for IP networks comes from the fact that the Internet is a "hot" place -- sometimes too hot. Limiting the impact of the Internet on your private network is a good idea.