Windows 10:


The option can be found under Control Panel > Windows Defender Firewall > Allow an App Through Windows Firewall


Click the check boxes to allow the application to communicate on Domain, Public, and Private networks.



When running a new application, you may see a Windows Security Alert pop up. If so, select all three networks, and click to Allow access.




Windows 7:


Control Panel > Windows Firewall > Allow a program of feature through Windows Firewall