When installing SEP, you may ask whether SEP would disable Microsoft windows defender smart screen and if you require to disable Windows Defender Firewall?
SEP does not interact with that component.
Microsoft does allow Intune MDM and AD GPO policies to enable/disable it.
Additionally, you won't need to disable Windows Defender Firewall before installation of SEP.
More information can be found here: https://docs.microsoft.com/en-us/windows/security/threat-protection/microsoft-defender-smartscreen/microsoft-defender-smartscreen-available-settings