@alsavi1984 , Azure Firewall policy is used to manage multiple firewall instances from a central point. A firewall policy simply consists of network rules, application rules, NAT rules, and threat intelligence settings. A firewall policy is a standalone resource that you can associate with Azure Firewalls using either AFM or its own resource in the Azure portal.
You can either associate the policy to an existing Azure Firewall or create a new Azure Firewall instance when creating a new policy through the wizard. Also, you can use PowerShell to migrate existing firewall rules that run on a standalone Azure Firewall to a firewall policy.
Here is the PowerShell script for your reference,
Migrate Azure Firewall configurations to Azure Firewall policy using PowerShell
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