The questions about software firewalls refer, on a basic level, to the built-in firewall within your computer operating system (such as Windows Firewall and Mac OSX Firewall). Often it’s a case of just turning this on using Control Panel or System Preferences.
The password for a software firewall is the password of the Windows or Mac user account of the device (ie your login password to Windows or Mac). If you already change this regularly, great! Just let us know in the notes.