When you add a WordPress site to your BlogVault account, the Firewall is automatically enabled. Here's how you can check:

Step 1: Log into your BlogVault account and select a website. It'll take you to the site details page. 

Step 2: On this page, there is a section called SECURITY AND FIREWALL. Click on the Review Security button,

Step 3:  Under the Comprehensive Security section, you should be able to see the Firewall feature. Enable/Disable the Firewall by clicking on the toggle button.

Learn more: How do I enable Login Protection my site?