ZoneAlarm Firewall is not available for Mac but there are some alternatives that runs on macOS with similar functionality. The best Mac alternative is Little Snitch. It's not free, so if you're looking for a free alternative, you could try Murus Firewall. If that doesn't suit you, our users have ranked more than 25 alternatives to ZoneAlarm Firewall and six of them are available for Mac so hopefully you can find a suitable replacement. Other interesting Mac alternatives to ZoneAlarm Firewall are Radio Silence (Paid), TripMode (Paid), Hands Off! (Paid) and Vallum (Paid).
Murus is a frontend for the OS X PF network firewall. From basic filtering to advanced proactive options, Murus allows to easily configure a complex network setup dragging and dropping icons and moving sliders and selecting checkboxes.