This guide refers to settings for a specific ZyXel router. Turning off the "Active Firewall" feature doesn't mean you have no protection. This setting provides security features beyond a 'basic' firewall.
The fact that you're doing port forwarding in the first place suggests that your inside network is running on non-Internet routable adddress space (e.g. such as 10.10.10.x or 192.168.x.x). This is pretty much the default setup of most home networks. All of your Internet traffic is natted to a routable address assigned to you by your ISP. Under normal circumstances this means that no connections can be initiated from the Internet at large into your network without you specifically allowing for it.
By setting up port forwarding, that's what you're doing - you're allowing that specific port in, and mapping it specifically to your PC. This is a normal setup and a perfectly acceptable way to accomplish your goal.