Did you know windows 10 came with a fully featured firewall? I didn't till last night when I was playing with settings. However by default outbound traffic control is turned off so any program can reach out.
If you go to advanced settings (or directly access it from all programs) you can choose to turn outbound traffic control on, and choose what applications can access the Internet.
So far the problem is windows doesn't automatically add outbound rules if you allow an program in the basic mode, so if you turn on the outbound control, you will need to manually add rules to allow the programs you wish to use.