- Between Windows OS and Linux OS which one has the best firewall setup and security?
I'd say Linux in terms of overall security. As for setups, it depends can you actually setup Linux well?
I think he meant how good is the
setup default firewall configuration, not how configurable is the default firewall. These days you could use graphical application for configuring firewall (such as GUFW), which should make it easier for non-technical user.
Is there any other ways I can add more protection to a Linux operating system?
For average user, @mk4 suggestion is good enough. But while there are things you could do to improve security, but i can't give specific recommendation when i don't know you simply want to protect your PC from malware/fake software or protect yourself against government agency.