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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.