Basically, what they are getting at is:
Have you allowed internet access TO arr?

A default config ISP router will take the public IP address and drop all incomming connections. It will then NAT internal IP addresses to the public IP addresses.
So when you go to Google, Google responds to the established connection coming from the routers public IP address. Your router then knows to forward that response to the local client that started the connection.
If Google just randomly decided to connect to your public IP address, your router is configured to drop that traffic.

If you set up port forwarding on your router, you are telling it “if you get a new connection on port 443, forward it to this local client”. This is exposing that client to the internet and allowing strangers to connect to it. If Google then tried to connect to your public ip:443, it would get the response from that local client.
If you set up a “dmz” client, the router will forward ALL unknown incoming connections to that client. There is no need to do this. The only exception is for research or as a hunnypot/tarpit.

All other traffic will be on the local network, and wont even touch the routers firewall. A connection from 192.168.0.12 to 192.168.0.200 will go through layer 2 (ie, switches) instead of layer 3 (ie, routing) of the network OSI layers.

So, if you trust your internal home network and you have not exposed anything to the internet (port forwarding on the router, or set up a DMZ client) then you dont really need internal firewalls: the chance of a malicious device being able to even connect to an arr service is vanishingly small - like, your arr service will be the least of your concerns.
When you expose arr to the internet (i wouldnt do it directly, use a VPN or similar as a secure hole through your home firewall).
If you feel you do need them, then go about it for learning purposes and take your time. Do things, break things, learn things, fix things.