You need to have the full Jessie repository in your `sources.list`; you should have at least

    deb http://ftp.us.debian.org/debian jessie main
    deb http://ftp.us.debian.org/debian jessie-updates main
    deb http://security.debian.org jessie/updates main

(you can add `contrib` if you want, and the corresponding `deb-src` lines if you want to be able to download source code for the packages too).

Check your `sources.list` contains at least those three lines, then run

    apt update
    apt install firewalld

The `jessie-updates` repository only contains updates to Jessie, it doesn’t contain the packages which were part of the original Jessie release and haven't been updated since. See http://unix.stackexchange.com/q/210394/86440 for more information.