I wouldn't say that there is a 'firewall' option for the Meraki switches, but they do support Access Control Lists (ACLs) for all traffic passing through the Meraki MS switches. The ACLs are stateless, and hence why I wouldn't call them a firewall. You can update the ACLs through the Meraki Dashboard API using JSON formatted request, https://developer.cisco.com/meraki/api-v1/#!update-network-switch-access-control-lists.
If you want a true firewall then you will need to use a Meraki MX and route traffic through it for enforcement to occur. Again, there are options to update the MX rules through the Dashboard API.
