Apple Firewall enabled or disabled with NextDNS?

A firewall has nothing to do with DNS resolution. Switch it on if you want to stop anyone from accessing your computer.

R P M is correct. NEVER disable your firewall, neither locally on your host nor your network (eg: Router). It's dangerous!

First, I am NOT a fan of the NextDNS slogan: 

The new firewall for the modern Internet.

... it can be misleading! It is NOT a Firewall!

Second, for what it's worth, NextDNS is but a single component within your comprehensive security strategy, but it is not a firewall replacement. 

A firewall monitors and controls all types of incoming and outgoing network traffic based on established rules, while NextDNS (a cloud-based Domain Name System (DNS)) is a specialized, privacy-focused tool which provides excellent content filtering, ad-blocking, and parental controls by managing DNS requests. There are many DNS providers out there that do this and more. Using both DNS and Firewall in concert, will decrease your risk of attack and improve your overall online protection. There are many other things you can do along with this, but this is the foundation you should start with.

If you need help with what NextDNS settings you should enable, configure, etc, there are plenty of online resources that can help. Equally for Firewall best practices (again, both locally on hosts as well as on your network).