Firstly
- hope you stick around!
It has NAT which by design is a primitive firewall- all PCs connecting through the router, either wired or wireless, have basic protection from attacks originating from the Internet (inbound).
However, you should still have a personal firewall on each PC, so that you can control what traffic is leaving your PC (outbound) as a router alone will not provide that. Plus, you have an extra line of defence then.
Don't forget the wireless security, and if you want to use the network file/printer sharing don't forget to add the local IPs into the trusted range on your personal (software) firewall!
HTH