@arakash There is typically two levels of firewall you need to clear.
First, you have your router (Unless direct connected). This needs to have the firewall configured properly as well as port forwarding to so that requests to your IP address know where to forward the information to the proper port and Local Area Address.
Second, you will most likely have software on your personal device that is hosting (As you mentioned, windows firewall). Depending on what is used, options may vary here. For my security suite, I have to add the program as trusted in and outbound, port permissions for the ports just like I did for port forward, and a few other tweaks.
For typical home users, I doubt you will encounter additional security (Like a built in hardware firewall on your host device too).
Either way, I experience the same issue with hosting. I can access the server on a LAN address locally, but I cannot manage to get the server to communicate through WAN. I don't have any issues with other servers I hosted, so a vital step is missing somewhere in this guide (Which is why i originally asked if it was TCP, UDP, or TCP/UDP) . I gave up trying to figure out why no one on WAN can see the server, even through a direct connect attempt since I assumed maybe the master list was not updating with my server data.