The firewall itself can only prevent you from downloading the file in the first place, so testing this won't actually require you to run anything. Ransomware samples are prevelant; try to download some and if it actually downloads successfully.
The firewall should really only be one of the layers involved in your defence, and I wouldn't rely on it actually stopping users from downloading ransomware. If you are fully decrypting the traffic it should be able to catch files already identified by WildFire, but that only goes so far. I would recommend that you ensure you have something like Traps or CrowdStrike installed on your endpoints, as they both actually serve to stop the ransomware from actually locking down the system or spreading within your network.
When it comes to actual testing you don't do malware testing on just any machine. You want to make it so that the machine you are using for testing is actually isolated from anything else on your network if it needs any network connectivity at all; and I would generally recommend utilizing a sandboxed VM on an isolated host.
Please listen to what BPry is saying. Always use a test machine and make sure its segregated from the rest of the network. If you subscribe to wildfire, you can test it as they have a test file to use.
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