Most home/consumer gateway devices (commonly called routers) will not be able to handle this volume of traffic.
One alternative to consider is products from Ubiquiti Networks as they have several that should fit your need and the prices compare with consumer type products (there are others besides what I list, check their site if you want more detail).
I recommend the ASUS RT-AC66U. It's been rated by SmallNetBuilder to handle 835Mbps download:
This is one of the higher through puts I've seen personally.
Additionally, it has:
Up to 450Mbps wireless speeds on 802.11n
Up to 1300Mbps wireless speeds on 802.11ac
Concurrent dual band transmissions so you can get up to 450+1300 for a total of 1.65Gbps ...
Assuming you have any basic level of competence, the hardware on most of these is a bit... naff, running lower end mips or arm processors, tied up with a custom ASIC.
About 200usd would get you something with significantly more flexibility, 4 ethernet ports and such. It might even be more powerful, but I haven't really found documentation on what these run. ...
I am addressing only this part of the question:
And how is PC-to-firewall different from firewall equipment and Windows firewall?
A hardware firewall offloads the work from the general purpose CPU that windows uses to a CPU that is specifically designed for processing large volumes of network traffic fast.
Windows firewall can block individual websites ...