Linux distros as a general rule have a firewall. PureOS (L5’s operating system, which is based on Debian where they used to use iptables, but now) uses nftables. Powerful tool but more for command line use.
What PureOS/Librem 5 doesn’t have by default, is a GUI app (like the popular gufw, the Gui for Uncomplicated FireWall, which is one option - not perfect on L5 screen though, so it goes under “Show all apps”, and even there its name shows “Firewall Configuration”), if you don’t want to use terminal commands. Installing gufw is sudo apt-get install gufw and for more info on using it, I suggest Set Up Firewall with GUFW on Linux Desktop [Beginner Guide] or Gufw - Community Help Wiki