Is it true that F20 has a built in firewall?

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It is called iptables and every Linux distro has it (not just Fedora), is build in into the kernel, even Android phones has it. recently fedora switched to firewalld which enable you to have custom rules per zone (different rules per connection).

• You can learn more about it in Fedora wiki: https://fedoraproject.org/wiki/FirewallD .

Starting with Kernel 3.13 there is new module called NFTables, destined to succeed iptables, you can Google it * https://wiki.archlinux.org/index.php/Nftables