Hello Rocksister,

Please inform us which browser do you use and what sites can not be accessed.

Try to disable AVG temporarily, restart your browser and check if the issue persists.
If it does, then the issue is most likely not caused by AVG.

If the Firewall component is not present in your AVG interface it is possible that AVG Firewall is not installed at all.
Try to run add/remove components installation and add the firewall component.

Thank you