When you add a WordPress site to your MalCare account, the Firewall is automatically enabled. Here's how you can check:

Step 1: Log into to your MalCare account and select a website. It'll take you to the site details page. 

Step 2: In this page, there is a section called Security. In that section you should be able to see the Firewall feature. Enable the Firewall by clicking on the toggle button.

Step 3: If you want to disable Firewall, simple click on the toggle button. 

Learn more: How do I enable Login Protection my site?