Your employees can also visit bad website (mostly by accident) that can expose your company to the dark web. The dark web is a majority of cyber-crime takes place. Downloading a program form a bad website can lead to malicious program being installed on your network as well as giving criminals access to your data.
Not only does a firewall protect you, it also helps you run a more efficient IT department. Creating secure VPN tunnels form one server to another can make logging into you network much easier. You can also create a VPN connection to hosted environments which can facilitate print to you office from any location.