Sometime, it is essential to know who is accessing internet without your knowledge and if anyone is using silent data transfer from your computer. Most of the firewalls are able to detect these kind of unnoticed internet transactions but there are simple ways to get an overview of all applications that have internet access.
TCPEye is free to download and has a simple but effective GUI. It gives you complete details of programs, apps that are accessing internet, path details, current state of the connection etc. details. A lightweight app that is quite easy to install and run. TCPEye gives details of all currently opened TCP/IP and UDP ports on your local computer. TCPEye also automatically marks with pink color for suspicious TCP/UDP ports owned by unidentified applications.
Both Windows and Linux support NETSTAT command which gives detailed information about the TCP/UDP port utilization.
The above command displays all connections and listening ports
Displays the executable involved in creating each connection or listening port. In some cases well-known executables host multiple independent components, and in these cases the sequence of components involved in creating the connection or listening port is displayed. In this case the executable name is in  at the bottom, on top is the component it called, and so forth until TCP/IP was reached. Note that this option can be time-consuming and will fail unless you have sufficient permissions.
many variations of the command netstat are possible and best learned with help options on Linux and Windows.
For more, please check this blog.
How To Block Access To Specific Program Accessing Internet Without Firewall?
Windows comes with default firewall, we could add rules to block access to particular program not to have outbound or inbound access. Free firewalls such as Comodo Firewall and Zonealarm are good at blocking access to applications from accessing internet. However, Firewalls are heavy weight and not suitable all the time. There is a small utility that does exactly you are looking for.
A tiny app called NoNet can block selected app accessing internet without a firewall. A very neat and handy. Check it out here.