Somewhere in the thread dedicated to "online gaming" I read the comment "if you allow IP in from ANY IP from ANY port to ANY post" then it is like you have no firewall and it is dangerous.
So my question comes from a general lack of knowledge about firewalls and, anyway, has a bit of reference with what was said here about "training mode".
in the moment I set my GAME-A as a trusted application I'm allowing all incoming and outgoing connections from any IP to any IP.So my first question is "Doing that way, I'm
allowing all incoming and outgoing connections etc. etc ... in my PC wherever they come from? Even if I set svchost or System as Outgoing only?
In brief what blocks a connection coming from everywhere and directed to my PC made by someone that wants to take possession of my PC

in the moment that I run my GAME-A that lets enter "all incoming... from ANY IP to ANY IP"?
If someone wants to enter in my PC and, let's say, format my C: drive, is it possible that he could make it while a "trusted game" is running?
Sorry if the question is stupid

The second question is about "training mode".
In the moment that I set COMODO firewall to "training mode", I think it starts learning about ALL the programs that are running in that moment (I mean also svchost, System and all the other applications running in that moment) and not only for my GAME-A (that I want to tune)
So at the end of the "2 minutes of training mode" I should verify that, apart from the game that I wanted to tune, no other unwanted rules were learned for other applications.
Am I right?