Vallum is always on and can be controlled from Vallum Agent, that is the menulet icon in macOS menu bar, near the clock. There you can enable/disable the firewall or change firewall configuration. This icon displays Vallum status: black when firewall is enabled and greyed-out when firewall is disabled.
Every time Vallum Agent is started (at login time or when you switch user) the firewall is enabled and rules are immediately active.
When firewall is disabled all apps connections are passed.
To configure firewall rules open Vallum configuration window selecting 'Application Firewall Settings' from the menulet menu. This window displays all firewall controls and data. It can be closed and reopened at any time, without affecting the firewall.
Vallum core filter starts automatically at system boot. Vallum Agent starts automatically at user login.
Vallum rules are shared system-wide by all users. That is, all users share the same firewall configuration, Vallum rules apply to all users and all users are able to change Vallum rules, including the guest user.