On Linux, it depends which firewall you use & which interface you use for it.

For example, if you use `ufw` you don't want to write rules to `nftables`, directly.

On Windows it's always the same one, except you install a third party firewall, which often is based on the internal Windows one, anyway.

For your specific situation, I recommend WFC - Windows Firewall Control.

It shows you, which app tries but doesn't get through & you can "unblock" it via its GUI. :)