If you re-read that section you will see that the point they are making is
that the operation of the firewall is independent of the display of a tray
icon. The icon is useful, but not essential. It's there to remind you that
the firewall is working and to allow you to change the settings, including
disabling it.

No firewall is installed automatically when Ubuntu is set up. Perhaps it
should be, but it isn't. After you install Firestarter, or any other
firewall, it can be either enabled or disabled. In some cases there is a
tray icon and in others there is not - even though it is running. In the
latter case it is configured using the command line interface.