Firewall security setting when connected through router
I have a small home network (three computers) hard wired to a router that is connected to the internet. The router has an inbuilt firewall that has been enabled.
To transfer files between the three computers I have set up the "connections" security tab of Mcafee firewall to Home on each computer and entered a range of IP addresses (IP address are assigned by the router). However the IP address of the router is included in this range.
My first question is: - If the router firewall is breached would Mcafee firewall allow intrusions from the internet?
I have noticed that Mcafee also shows another network which has been automatically added by a trusting network, this would appear to be my internet IP address I have set this protection to Public is this correct?
Any advice on how best to set Mcafee firewall when connected through a router would be welcomed