firewall rules

Hi all,
First of all I beg your pardon for my english.
I have posted a question some minutes ago but it does not appear on the list. Maybe I have to wait some time? Or it is the wrong section? Excuse me but is the first time I post on this forum
Anyway the question is:
I would like to configure the built-in firewall in RouterOS 6.3.1 (Mikrotik Routerboard RB951Ui-2HnD) so as it drops all the traffic except for some sites/apps in a list.
Is there a way (a tutorial, a howto) to achieve this goal?
If this is non the correct section for posting a question like this, can you suggest me the correct forum?
Thanks a lot in advance for your precious help.

Make update first of all. Ros does not have application firewall. You need to describe the unwanted or wanted traffic by some characteristics to distinguish it from the rest to be able to handle it in the other way then the rest.