You can have the router forward some traffic by setting up port-forwarding or putting a computer in a DMZ (demilitarized zone), where all incoming traffic is forwarded to it.
Depending on your router, you may also be able to block specific types of outgoing traffic by changing your router’s settings. In effect, the NAT acts as a firewall that prevents incoming requests from reaching your computer. When incoming traffic from the Internet reaches your router, your router doesn’t know which computer to forward it to, so it discards the traffic. Home routers use network address translation (NAT) to share a single IP address from your Internet service provide among the multiple computers in your household. How Routers Function as Hardware Firewalls