What brand firewall? If it is supported here https://checkmk.com/integrations then it is probably set up for you. Add the host and in the settings add the snmp credentials. Configure the snmp in the firewall and then "save and go to service configuration" in checkmk you should see the various checks. Depending on the firewall it may be there. If not you could do a custom check via the MIB
Bug is Reported. For Workaround see Comments:
>This problem don’t depend on the used edition or operating system. The commit what broke the function is https://github.com/tribe29/checkmk/commit/7d7abee2d1e220f818f4ed46f7fd2649f16d4733 2
>The problem is, if you use the “Save and Test” button there are no variables starting with “vs_host” and “vs_rules” but with the commit the “vs_rules” variables are mandatory.
>Workaround (not really) - Press the “Save and Test” and then you can use directly the “Test” button on the test page. This button then also generates and transmit the missing parameters.
Reply
>Thanks for the hint. Werk #11259 (https://checkmk.com/check_mk-werks.php?werk_id=11259 3) will fix this issue in version 1.6.0p17.
>If you like, you can use all the following nightly builds, there the fix will be included.