Yes no Maybe and All of the Above, is how i would answer you question
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Network Routing is complicated and annoying..
Windows by default has some routing ability. not enough , id say a fire wall could block apps thats what they do but its a mostly yes or no thing , not a you can use that one thing instead thing
I think you could do what you wan on Linux, there are a lot of Network management Programs on Linux, I'm not a Linux user but i know they exist