Does the InvizBox 2 have a firewall?

You purchased an InvizBox 2 but you are not sure if it has an inbuilt firewall or if it requires setting up.

So does my InvizBox 2 have a firewall?

Yes.

The InvizBox is built on a heavily modified version of the OpenWRT Linux distribution. It uses the standard fw3 firewall (https://openwrt.org/docs/guide-user/firewall/start) which is part of that Linux distribution.

Do I have to do anything to set it up or to maintain it?

No. All updates are handled on the InvizBox. You don't need to do anything.