Some software install programs require that you close out of all other applications with a notification when installing.  Should I be disabling firewall and anti-virus when installing too?

Thank you,

Josheir

As a general rule, no. 

It is rare for programs to require either of those.

Usually is no need to close anything for a fresh install of a program, and usually the only need is to close down running instances before updating.  If an existing program is running that uses those same libraries, the installer will mark the new files as needing to be copied over on reboot and flag the system for a reboot required. 

You shouldn't recommend antivirus be disabled. That was a holdover from the late 1990s and early 2000's before systems like UAC were implemented. Too many installer scripts never removed the boilerplate. 

Firewall protections might need to be adjusted if you're accepting inbound connections for your program, but that's best handled in game through uPnP, through NAT Punchthrough with an introducer, or through other methods. Sysadmins usually restrict access to those functions, and they're wise to do so.