Firewalls ( in simple words) are deployed to prevent un-authorised connections entering a protected digital space. Firewalls prevents such connections by following a set of policy rules laid out on by the security personnel. While it is very important to perform a sanity check on the policies from time to time, this practice if not strictly followed, results in holes on the firewall. A malicious person(s) who stumbles across these holes during a scan uses certain techniques to navigate through the firewall.
There are many techniques in place. One can read about these techniques on the world wide web by searching for the phrase " firewall evasion techniques".
Beware, though there is NO MAGIC BULLET / documentation. It requires a lot of Skill, Patience, Experience and tact.