Can an average user protect himself against process injection at some level?

Can an average user protect himself against process injection at some level?

I downloaded a program called Process Monitor from Microsoft Store. I see suspicious IP addresses popping up among my cod.exe processes. Moreover, these suspicious IP addresses are communicating through the xbox port while I'm playing on PC. Also it found a Cobalt folder on my C drive, which if I search for it, I can't find anything.

I don't have any cracked or pirated software on my PC.

What can I do?

There are pictures attached.