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'.
Well...there seem to something wrong with my edition of windows 10 (besides it keep changing languages every day). I tried the above mentioned procedure, thrice, but Defender refuses to save any of the exceptions I add to it. Even tried a few alternatives. Every time I exit, and re-open, the new rule is gone. I never should have upgraded from Win7..fml.