You can find all details here:

https://www-secure.symantec.com/connect/articles/how-block-internet-address-sep-manager-firewall-rule

More details about Firewall/Network Threat Protection:

http://service1.symantec.com/SUPPORT/ent-security.nsf/docid/2007121714495348
http://www.symantec.com/business/support/index?page=content&id=TECH104433

in addition to the above link, check these one as well

Block certain websites

http://www.symantec.com/business/support/index?page=content&id=TECH95248

                https://www-secure.symantec.com/connect/articles/how-block-internet-address-sep-manager-firewall-rule

Blocking a Website using Symantec Endpoint Protection

http://www.symantec.com/docs/TECH92405

Hello,

Here is an Excellent Article - 

How to Restrict Users to Specific Web Sites by Creating Firewall Rules for Managed Clients

http://www.symantec.com/docs/TECH92097

and check this VIDEO - 

Allow and Block websites using Symantec Endpoint Protection Firewall

https://www-secure.symantec.com/connect/videos/allow-and-block-websites-using-symantec-endpoint-protection-firewall

If incase, you want to perform the same Task via Intrusion Prevention Signatures, then check this Article

How to block/allow website access using the Symantec Endpoint Protection Manager custom Intrusion Prevention Signature policy

http://goo.gl/ovCId

Hope that helps!!