The firewall generally operates on an "implicit deny."
Meaning: that which is not expressly permitted by the access policy is denied by default.
So unless you have explicit rules allowing a given host to traverse the gateway, it won't.
Obviously that won't work for stuff that doesn't traverse the gateway.
We have a firewall that can also live on the endpoint (as part of Harmony Endpoint), which with Endpoint Compliance can restrict the client from connecting to anything on the local LAN as well.
However, that's not related to the gateway at all.