If you want to see if Windows firewall is doing its job then logging is the answer. With the firewalls logging capabilities so you can see dropped packets and allowed connections

Once logging is allowed it goes into the file %windir%\pfirewall.log

log dropped packets: netsh firewall set logging droppedpackets=enable

Log connections: netsh firewall set logging connections=enable

See the firewall configuration for logging: netsh firewall show logging