Azure firewall communication flow

I have a self hosted agent VM deployed in virtual network without public IP. 

I have an Azure Firewall deployed and all internal and external communication routed though this firewall. 

Currently I have whitelisted/ allowed outbound communication from vm via firewall to Azure Devops, Gatsby Node etc that is required to download packages for build purpose. There is no inbound rules added. 
While running the pipeline the self hosted agent VM is communicating with the urls and downloading packages and all. 

By default from firewall only allows internal vnet communication.

** is this communication is 2 way communication by default?