Hi Gula,
the answer to "do remote servers always have a firewall" is dependant on your system architecture.
A system that is distributed between different geographies should have several FWs between its components. In this case, the recommended setup is to use MI Listener and Monitor Over Firewall for your monitoring needs.
You may encounter a situation where a FW rule was created to allow all communication between the controller and the application under test, in which case you don't need MI Listener or MOF, but that is rarely the case.
Hope this helps.
Lior