Antivirus was installed but not the Firewall

I just read in the installment guide that I should have deactivated the Windows Firewall before installing the Antivirus. I seems that the Firewall is missing. Should I uninstall Comodo and download and reinstall it, after turning off Windows FW, or is there a way to just download the firewall? (I have a feeling they are always installed together, right?)

Thanks.