Winbox and CLI do the same. Some (new) stuff is only available through CLI, sometimes Winbox will get new functions later but not always (still miss the "fetch"-command of the GUI/Winbox).
"Allow remote requests" allows other hosts to use the router itself for DNS resolution (UDP/TCP port 53). You dont need this for normal DNS-operation, if the router routes DNS-requests to DNS-servers in the WAN (like 8.8.8.8). If you do stuff like DNAT-DNS-requests (redirect-rule) or point simply from the hosts to your router as DNS-server, then you need "allow remote requests" and allow this (UDP/TCP port 53) on the input-chain of the firewall/filter-tab.
PS: Dont make DNS-resolution available to the WAN, or your router will be used for DNS-Ampification-Attacks very fast.
Also, with the CCR and other more professional devices there are usually no default firewall rules. :(
And the link you pointed at suggests you connect the WAN interface (ether1) to the ISP Wan port.
Don't do that until you have setup the firewall on the device.
If you have an existing router/gateway currently handling your internet you can plug the ether1 port into one of its LAN ports for a while.
The following has a default set of firewall rules you can modify as needed and import.
Don't forget to update to latest (long term) versions of software due to recent CVE's making all older ones somewhat vulnerable. (Mainly applies when allowing some forms of router access winbox, ssh, etc from untrusted locations. )