How to make decisions for which Apps to use?

I appreciate your reply!

I used to think dedicated firewall devices like just don’t see how a firewall appliance like pfSense or a Linux distro can make a difference when it only takes one single app on a Windows PC to have a backdoor built into it that transmits data back to someone on the Internet…

I mention it more over here in the opening post:

I’ve been researching this topic for a long, long time and I still haven’t been able to find a good answer. I’ve read all about people using old PC’s to install a “Firewall Linux Distro” and this sounds great in theory but how is this helpful if a Windows PC on the network has installed an App that has a trojan attached with it that can send information about the Windows user like every keystroke that the user enters to the trojan’s author online?