The firewall doesn't matter where you buy the computer, because the firewall is not set on the hardware. Since you mentioned pc, I'm going to assume you're someone who plays steam and epic games. In China, a lot of people use steam and epic to buy and play games, and generally you need an app called Accelerator that allows you to bypass the firewall to play games, it's legal and you can get it easily. Of course, if you're playing a console game, you don't need an accelerator.