There is, just search for the word "firewall" from the "Add/Remove
Applications" search box. Here is a description of "Firestarter" from it:
"Firestarter is a complete firewall tool for Linux machines. It features an
easy to use firewall wizard to quickly create a firewall. Using the program
you can then open and close ports with a few clicks, or stealth your machine
giving access only to a select few. The real-time hit monitor shows attackers
probing your machine."
(GNU/)Linux Mint also has a firewall pre-installed on the Live CD.
There is also a program called "PeerGuardian Linux" which blocks third-party
organizations to keep tracking on what you're downloading from the Internet
through BitTorrent protocol. I can post here a description of how to install
it on Trisquel if there will be interest.
