firewall configuration software in fedora 20
 

I noticed two strange things.

When I try to execute system-config-firewall and the firewalld is stopped it works fine. If the firewalld is started an error is displayed and indicate that is recomended the use of firewall config.
When I try firewall-config the program seems to work. It apears in the top but no window is showed.

if you really want a gui there is "firestarter" in the fedora reops

There is also this for gui firewalling:

http://www.fwbuilder.org/