You want to know the difference between Windows Firewall and OSCE Firewall.
Both Windows Firewall and OSCE Firewall are host firewalls. There is no difference between the two functions. Firewall blocking data packets have to pass through the network card and call the bottom of the Windows Driver files. If the two firewalls do the blocking action at the same time, it may be a problem. Therefore, Trend Micro doesn't suggest using them at same time.
By the current design of OSCE, it does not modify the setting of Windows Firewall. The user needs to disable Windows Firewall by their own operation.
There are several methods to disable Windows Firewall. Trend Micro suggests that the user can deploy the commands in the following article by Windows Group Policy (GPO) or Windows Logon scripts to disable Windows Firewall: Start/Stop Windows Firewall Service.