This is only available for windows. It is doing software firewall tasks that would be better served using a hardware firewall. If you don't have the option to manage your own firewall, then this might be ok. However as it needs to be installed, you will not likely be able to use it on a shared host. If you have a VPS then you might.
A quick read through the documentation shows that it does perform functions that in theory will manage the things that it claims to manage. Obviously I've not used this, as I have PFSense or Cisco firewalls in front of the hosting machines I use.