Firewall in Azure/AWS/IBM Virtual Machine ?

I have a Web Application, Web Service and SQL-Server in Azure.

I'm trying now to duplicate those services to AWS and IBM as well, to figure out which of these vendors are best to suit me.

But I have a question that relate to all cloud vendors:

Do I need to configure a firewall in any of the VM that I'm using ?

I know that in azure I can choose "End Points" (IP & ports) to expose but this is the only protection I need ? I don't need to configure or install anything else ?