The firewall is like the doorman on the door asking whether people (data) should be allowed in or out. This is your primary defence.
But people can sneak past or be vouched for by others. So you need protection inside the nightclub.
Some drunken louts (viruses) might start a fight and smash the place up. So you employ a bouncer (anti-virus) to keep a look-out and throw them out.
But some are more like celebrity journalists, who hide behind the curtains and spy on what's happening in the nightclub. They write down secrets they see like passwords and gossip about them to people that shouldn't know about this sort of stuff. So we use spyware to look behind the furniture and curtains to get rid of them too.