Anything comparable to Windows' "Network Location" in MacOS?
You cannot adjust both the security and network settings at once unless you use applescript.

You can however set the network settings to Home, Work or Public as follows.

Navigate to:

>Applications/System Preferences.app/Network

Select the dropdown at the top which says Location:


Navigate to the bottom and select "Edit Locations ..."


Then click the plus sign and add the location you want.


You will then need configure all the required parameters, such as DHCP v Static etc.

Once this is done you can set up an applescript which will modify your firewall settings depending on which location you are at.