A protip, particularly for gamers: Remember that you may also have to repeat a similar process with your router, and additionally, be aware that Windows' "enable through firewall" quick setting (the one that you can just check a box for) is trash. Often incoming ports will be blocked by default and have to be opened, even if it says otherwise.
I hate the interface on the default firewall manager, so taking advantage of the netsh firewall commands I wrote an app that lets you batch create these with rules like "both ways" and then generates a BAT to run for implementation. Also has click and drag, which is ballin'.