Incoming traffic alerts

I have a Firewalla Blue, but I do not see any options for alerts/monitoring for incoming connections.  For example, I have a smart thermostat, and I get no notifications from the firewall when the cloud service connects to the device to adjust settings or push an update to the device.

is this possible with Firewalla Blue?  My configuration is [internet] > [cable modem] > [firewalla blue] > [wireless router].