Hello,
Yes, there is. I think both fw and endpoint can do it, but if you have endpoint much better. You can use Application Control blade and you two options, terminate the app when it starts to run, or terminate the app when it tries to connect to network.
https://sc1.checkpoint.com/documents/Infinity_Portal/WebAdminGuides/EN/Harmony-Endpoint-Admin-Guide/...
On firewall it is also possible, you can use the option provieded before (yes it is more like URL filtering feture). Or you can create a custom signature for specific application.
https://sc1.checkpoint.com/documents/Infinity_Portal/WebAdminGuides/EN/Harmony-Endpoint-Admin-Guide/...
On both cases you must know where the app might tries to connect (If not, how could the firewall know what it has to block?). If you do not know you can always take some traffic captures and check.
Regards