I just bought Battle Realms Complete and when i launched it i looked through the settings and exited it. After exiting i noticed getting an alert from windows firewall that said: Windows Firewall has blocked some features of this app. Windows Firewall has blocked some features of battle_realms_f on all public and private networks. It then gives me 2 options. Allow battle_realms_f to communicate on these networks:
Private Networks
and/or
Public Networks

Could someone clarify what this means, and why windows firewall is doing this?

Wow you must be really new windows :p
Well the thing is that windows firewall wants to access the program so it asks you for permission. (because it thinks that you might consider this program as a threat or something). So just click allow battle realms to communicate... and your firewall will mark the program as safe. (in private if you have set a private/home connection). Don't worry all gog games are secure and they don't contain any potential harms/viruses etc.

You can disable windows firewall ONLY if you have other programs open but most of the time windows firewall works fine with other programs like avast :)

If you want to change and or add any future programs to your firewall in the future go to Control Panel\System and Security\Windows Firewall and click on Advanced Settings. From there go to inbound rules and you'll see all the programs that are allowed through your firewall :3

I set the firewall to allow it in private.
I'm new to windows 8, and i hadn't seen this message before, so it concerned me a bit.
Thanks for the help =D

By the way, how should I respond if this message pops up again on a different program?

Oh my win 8 :s If you are able to download win 8.1 please do as it's FAR more user friendly and some laptop manufacturers provide you the option to upgrade to 8.1 free (IF you have bought a lappy :p)
Also that message also appears in win 7 (and even in xp if I remember well)

Normally most programs and games are automatically allowed to access windows firewall without you doing anything. But since gog games are DRM free and you can install them anywhere you want, windows firewall might get confused from time to time :p But since all games/apps on gog are safe, don't worry about it and allow all of them access.
So if this message occurs and you trust the application just do the same thing. i.e. allow access. Don't worry about it
Most of the time this message will pop up once because it's a new app and windows wants to know if your firewall should block it or not.

Also if you are new to win 8 don't forget to update ;) REALLY important.

Allow programs that you know are safe, look up programs that you're unsure of. If you can't find out then just ask someone.

Also, never disable your firewall unless it's required to fix some problem (in which case you'd be talking with the support of some company guiding you through it). As a general principle, if you don't know why you'd want to do it then you probably shouldn't.

I see then. Thanks for the help.