Currently, Security Groups management is only available on AWS, Azure, OpenStack, and CloudStack.
A Security Group is a virtual firewall. Using Security Groups, you can open or close network ports or port ranges for your instances.
Scalr can automatically attach Security Groups to your Servers (Instances) based on their Farm Role. Security Groups and Instances
By default, Scalr launches your instances using System Security Groups. You can of course add Custom Security Groups.
Manipulating Security Groups and Security Rules
Scalr also lets you manage Security Groups, and manage Security Rules for these.