You are able to create your own firewall so that you can manage your own rules, and NAT rules through the portal.
1) On the top menu, go to Networking, then Edge Gateways, and select "New". and you will have a screen like the one below. Select the Datacenter you wish to create the VDC on.
2) On General give it a name that will mean something and select IP Spaces
3) Under Provider Gateways select GW1
4) For the Edge Cluster select "Use the edge cluster of the provider Tier-0 Gateway".
