Linux has firewall capability built into the kernel; it's called iptables
. Linux "firewall" programs are frontends for configuring iptables.
Here's what Ubuntu says about its included frontend, ufw, which is a command line program.
If you would like an easy-to-use GUI frontend for your firewall, open the Ubuntu Software Center and install gufw; it's in the Ubuntu software repositories ("repos" for short).
As regards anti-virus, many Linux users choose not to run one, as there are no Linux viruses in the wild (there is "social engineering" malware--be careful what you click). I am an exception; I use AVG for Linux.
Here's an article about AV for Linux: http://www.makeuseof.com/tag/free-li...irus-programs/