If you block all incoming connections, how can you still use the internet?

If your ISP or firewall is blocking all incoming connections, how can web servers still send you data to your browser? You send the request (outgoing) and server sends data (incoming). If you block all incoming, how can the web server respond?

What about video streaming and multiplayer games, where it uses UDP? UDP is connectionless, so there is no connection to be established, so how will the firewall or ISP handle that?