How do I add a dll exclusion in windows firewall

Someone told me that the inject error thing was from my firewall and I might have some things on my PC that could hack into my pc so I don't wanna disable it so I wanna make an exclusion for the API/DLL in windows firewall via control panel, advanced settings, etc so I can get rid of this error once and for all but the problem is that IDK how to make an exclusion for a DLL in windows firewall can someone help me?