It can refer to two things.WTF is a Firewall in a car ??
1) Universally, it's the metal between the cabin and the engine bay which keeps engine fires out of the cabin long enough for the occupants to depart the vehicle. Checking Wikipedia, I believe you Brits more commonly call it the "bulkhead":
https://en.wikipedia.org/wiki/Firewall_(engine)
2) On newer cars (starting in the late twenty-teens) there can be a diagnostic firewall, generally implemented in the gateway, that prevents scan tools from performing certain functions unless specific conditions have been met. These conditions can vary from just requiring the hood ("bonnet") to be open to requiring a cyrptograhically secure authorization from the manufacturer. Specifics vary by manufacturer, model, and model year. This is obviously not applicable to the 20+ year old car being discussed in this thread.
-Uwe-