Modern systems are all based on TCP/IP.
Many old games like AoE2 often support obsolete networking protocols like IPX/SPX. Microsoft abandoned IPX/SPX in Windows Vista and Windows Server 2003 - if you want to install it on today's Windows then you'll have to google up some old drivers or install a Novell product.
Sadly, games are no longer designed to allow direct peer-to-peer connections across a local LAN. If you wanna play you just gotta connect (and lag) through some faraway internet game server, even if your buddy's computer is right next to you.
Disabling your firewall is harmless until you connect to something bad. Non-secure networking protocols (like IPX/SPX) introduce remote vulnerabilities to your OS which will be exploited by hackers and bots.
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