The preferred method of configuring the firewall settings is with a policy, particularly in a domain environment.
Configure the policy value for Computer Configuration -> Windows Settings -> Security Settings -> Windows Firewall with Advanced Security -> Windows Firewall with Advanced Security -> Windows Firewall Properties (this link will be in the right pane) -> Private Profile Tab -> State, "Firewall state" to "On (recommended)".
In addition to using policies, systems may also be configured using the firewall GUI or Netsh commands. These methods may be more appropriate for standalone systems. The configuration settings in the GUI are the same as those specified in the policy above. Windows Firewall Properties will be a link in the center pane after opening Windows Firewall with Advanced Security.
The following Netsh commands may also be used to configure this setting: "Netsh advfirewall set privateprofile state on". Or "Netsh advfirewall set allprofiles state on".