Symantec Endpoint Protection includes its own Firewall solution, as part of Network Threat Protection (NTP) module. You're then free to choose either to install SEP NTP module or to use Windows Firewall.
NOTE: It is however highly recommended to do not use two Firewall solutions on a single machine, for performance and compatibility reasons.
More info about NTP in Installation/Administration_Guide.pdf (see in SEP DVD/ZIP) or here: http://service1.symantec.com/SUPPORT/ent-security.nsf/docid/2007121714495348