Let's consider this scenario:
- There's some X software downloaded from the internet with one .exe file and several .dll files.
- The .exe file is prevented from accessing the Internet by using Windows Firewall.
- One of the program's .dll files is infected by malware.
By blocking the .exe file, is the executable code it calls from the .dll files also blocked? Or should I manually block every single file that looks like it has executable content? More generally, how does Windows Firewall work in cases like theses?