What is the exact equivalent of this netsh wlan add filter Windows command for Mac?
Selecting the option to &quot;Block all incoming connections&quot; prevents all sharing services, such as File Sharing and Screen Sharing from receiving incoming connections.

Start with the firewall general help is my advice.

https://support.apple.com/en-us/HT201642

Once you know how those controls work, a follow-on question might work on how to lock this down, whether you use MDM or configuration profile or make a user not an administrator so they can’t change a setting you as the administrator set.
P.S. there is no exact equivalent as the systems are architected differently.