Well, you have a two part question - 1 to shut off the firewall and 2 to install programs!
If you shut off the firewall, chances are, you are broadcasting your entire computer system within the range of your WiFi router. I had worked at a small law office that had that setup and was there to backup one of the machines because it was broke. I
fired up my mini-notebook to do the work and the entire law firm's system was on display on my mini-notebook. I had full access to every document, every program, and their printers.
If you did that with Ubuntu as well, you just disabled the primary security feature of Linux. I have two Linux systems, Windows 7, Windows 8, and I am also on a Macintosh right now. Tell me about it!
It is totally up to you on how your setup your system and if it works for you then fine. But the RT tablets are basically locked and are running a recompiled version of Windows 8 called Windows 8.1 RT for the ARM processor class. That is not the real Windows
8. The firewall on the tablet is most likely deliberately locked. It is actually the only secure version of Windows on the market today.
You can attempt to reconfigure the Network and Sharing Center which is essentially the control panel for the firewall. If the options are greyed out, there is no unlock for that.