Hi ! Make sure the Wwise configuration in your Unity game is set to Release if you don't want that popup. This can be set in Unity via the Assets > Wwise > Activate Plugins menu items.
FYI Debug or Profile version enable you to connect Wwise Authoring to your Unity game via your local network so that you can troubleshoot and optimize audio in your game. This why you get the Windows firewall pop-up. It is useful to stay in Debug or Profile while developping the game, but don't forget to switch to Release when releasing your game to the public.
Hope this helps !