You want to see the firewall ruleset that have been created in the Symantec Endpoint Protection Manager (SEPM) from the Symantec Endpoint Protection (SEP) Client interface.

Symptoms
Looking under "Configure Firewall Rules" doesn't show the firewall rules.

The "Configure Firewall Rules" feature on the client is for the user-defined ruleset. This is for the local client only.

With a policy that has Mixed Control mode enabled under > Location-specific Settings > Client User Interface Control Settings for the client group, open the SEP Client interface: 

Select Options (next to "Network Threat Protection")

Select View Network Activity

Select Tools and click on View Firewall Rules.

This will show all the administrator defined rules (created in the SEPM and applied by policy) and the user defined rules. The user defined rules are underlined.