Cluster-specific firewall options affect all the nodes and virtual machines in a cluster. There are a few tasks that should be accomplished from the Datacenter | Firewall menu:
Other firewall options, such as Rules and Alias, can be configured from a host or VM Firewall option, as they have no effect on the overall operation of the cluster firewall.
In order to have the Proxmox firewall operational, it needs to be turned on at a cluster-level first.
Log in to the Proxmox GUI as a root or with any another administrative privilege, and then select Datacenter from the left navigation bar.