There is a Firewall in macOS, but it's not fantastic. You can use it to block incoming connections to an app, but I don't think you can use it to block outgoing connections.
Can you provide more specifics on exactly what you're trying to do.
You might tell us which specific apps you are concerned about.
Some apps need that internet connection, and don't provide a good result without it.
Even using Little Snitch (or other software that identifies apps and processes that are "calling home") can be set too strictly, and can interfere with your internet connection when there is no need to do that.
There is a Firewall in macOS, but it's not fantastic. You can use it to block incoming connections to an app, but I don't think you can use it to block outgoing connections.
Can you provide more specifics on exactly what you're trying to do.