First there is not going to be a outgoing firewall that works in the same way as zone alarm. Linux simply doesn't have a large need for one. Many applications work in a client/server architecture even though you are using them on the same machine. Xorg is a great example.
Uncomplicated Firewall - Wikipedia Uncomplicated Firewall (UFW) is a program for managing a netfilter firewall designed to be easy to use. It uses a command-line interface consisting of a small number of simple commands, and uses iptables for configuration. UFW is available by default in all Ubuntu installations after 8.04 LTS. ZoneAlarm toolbar bundle raises a ruckus | ZDNet Dec 18, 2007 Installation of Windows 10 and ZoneAlarm 10 - Microsoft® Jul 04, 2016 Zone Alarm will not install in Vista or Win7 « How-To Geek
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ZoneAlarm Free Antivirus Download | ZDNet