Если вы заблокируете все входящие подключения, как вы все еще можете пользоваться Интернетом?

If your ISP or firewall is blocking all incoming connections, how can web servers still send data to your browser? You send the request (outgoing) and the server sends data (incoming). If you block all incoming connections, how can the web server respond?

What about video streaming and multi-player games where UDP comes into use? UDP is connectionless, so there is no connection to be established, so how does the firewall or ISP handle that?

“Incoming block” means that incoming new connections are blocked, but established traffic is allowed. So if outbound new connections are allowed, then the incoming half of that exchange is okay.

The firewall manages this by tracking the state of connections (such a firewall is often called a Stateful Firewall). It sees the outgoing TCP/SYN and allows it. It sees an incoming SYN/ACK, verifies that it matches the outbound SYN it saw, lets that through, and so on. If it permits a three-way handshake (i.e. it is allowed by the firewall rules), it will allow that exchange. And when it sees the end of that exchange (FINs or RST), it will take that connection off the list of allowed packets.

UDP is done similarly, although it involves the firewall remembering enough to pretend that UDP has a connection or session (which UDP does not).