You need a basic understanding relating the what a firewall / router does.
It is not complicated and simple in process and implementation and use.
Let's draw a picture of your network so that you can understand it's functionality. Baby steps. It is very logical and all makes sense.
From the wiki
Firewall.
In
computing, a
firewall is a
network security system that monitors and controls the incoming and outgoing network traffic based on predetermined security rules.
[1] A firewall typically establishes a barrier between a trusted, secure internal network and another outside network, such as the Internet, that is assumed not to be secure or trusted.
[2] Firewalls are often categorized as either
network firewalls or
host-based firewalls. Network firewalls filter traffic between two or more networks; they are either
software appliances running on general purpose hardware, or hardware-based
firewall computer appliances. Host-based firewalls provide a layer of software on one host that controls network traffic in and out of that single machine.
[3][4] Firewall appliances may also offer other functionality to the internal network they protect, such as acting as a
DHCP[5][6] or
VPN[7][8][9][10] server for that network.
The Frontier box (router) you have is a combination modem/router, firewall, network switch and wireless access point. That and a typical box is actually two routers. One part on the ISP side you do not see and cannot change. The other part you can see and change.
Combining these features in one box is common and has been utilized now for many years.
One part of the box provides you with one internet addess given to you by your ISP provider. The other part uses that internet address and NAT to provide you with multiple addresses / devices in your home.
Between the interfaces you can configure what goes in and out of the internet.
The features / functionality are basically the same on any firewall. Some are more granular and some are simple with an assumption of typical rules.
Here is a basic drawing. Looking for a better picture.