On the Firewall tab where it has a list of applications asking to be allowed out, there is no details about that app. You can’t double click on it or right click to see the *.exe location. I think you should be able to do this 1) To help you know where the app is depending where it’s located it can help you know what it is and 2) A virus could place exe with the same name of a known one and hide it in a different location and you can’t tell any details about it when you want to allow it or block it.
Update: Actually I have just seen you can hover over to get the exe details. Sorry I tried to delete this post but can’t seem to.
Thanks