Once it has intercepted all the petitions, a message from the application will allow you to decide if you accept or deny the sending of that information over the Internet, whether on an ask-each-time basis or permanently. It is also possible to configure the rules to offer an answer automatically depending on the application that is trying to connect.
In the main window of Little Snitch it's possible to follow up all the programs that have tried to establish a connection, whether by UDP or TCP, and by means of which port.
Although Mac computers are rather secure, no computers are risk-free from information thieves. So download Little Snitch for free and protect your privacy.