Who's concerned (the target) ? Which operating system(s) ?

In fact everybody is concerned.

The Microsoft operating systems are mostly vulnerable, but MacOs and Unix (Linux) may be also nice targets.

In fact every systems are concerned. You'll find here solutions to most of such problems.

In which case are you protected ?

Most of the firewalls (well configured) will protect you against use of an eventual installed backdoor (trojan). Because they are filtering all incoming connections at low level. Therefore the unwelcome packets will be rejected and the trojan never get connected...

But a firewall won't prevent from a backdoor start (except if it detects any network software starts). In this case the good idea is to use an anti-trojan (looks like an anti-virus), some anti-virus do include anti-trojan detectors.

Is that enough?

More than using a firewall, the procedure looks like protections against virus : don't run any klind of software you can't trust yourself and so on...