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Press Win + R and a pop up would show up

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Type control and press ok in the pop up

This control panel would pop up

Click System and Security

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Click Windows Defender Firewall or Windows Firewall

(Windows Firewall got renamed to Windows Defender Firewall as some point)

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Click Advanced Setting

This pop up would open

Right-click inbound rule and click new rule

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This would pop up :

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Select port and click next

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Fill in the felid like so and click next

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Fill in the felid like so and click next

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Fill in the felid like so and click next

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Fill in the felid like so and click Finish

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