Network security in Android
There is no real firewall in Android, but this doesn't mean you are totally unprotected from the outside. (There are some measurements from the underlying Linux Kernel.)
Every app chooses it's own ports and decides weather the connections are encrypted.
Android apps usually do not open any ports, hence the there is not that much of a need for a firewall
Incoming data is often handled and transmitted through Google Cloud Messaging. (Here I don't know how it works and the data is transferred)