Firewall Purple - Bridge Mode

If the Firewallla Purple is placed in Bridge-Mode between Ubiquiti UDM and my LAN, will the Firewall still block unwanted traffic or just filter or both?  I am assuming since I have a Ubiquiti UDM and am not planning on getting rid of it, the best place to install the Purple is attach it to the LAN of the Ubiquiti and then all hardwired devices into a switch that plugs in the LAN of the Purple?