Windows Firewall, by default, allows all outgoing connections and prompts for any program that tries to listen for incoming connections. When running an SRB2 server, the server has to listen for connections, which should make (or have made) Windows Firewall prompt you like this:
In the example above, you see the prompt for Murmur — a server for a VoIP app called Mumble (which is similar to Discord). You can also see that Windows Firewall can separately manage whether the app is allowed to listen in different kinds of networks: When you're connected to the Internet, you're using either an Ethernet cable or Wi-Fi, and Windows labels your specific Ethernet/Wi-Fi connection as either a private, domain, or public network.
It's possible that you might have missed the prompt because SRB2 is a fullscreen game, so it covers the prompt when it pops up. If so, you should manually go into the settings of Windows Firewall and unblock SRB2.
To do this, search online for guides on how to allow an app through Windows Firewall. If you're unsure how your connection is labeled, to ensure that SRB2 will not be blocked by Windows Firewall, then simply select all the kinds of connections (private/domain/public) to allow through.
Another suggestion I have is to
install the Nmap suite on your computer (download the Nmap setup exe), and then open a CMD window and enter the following command and press Enter:
ncat -l -k -u -e "cmd /c echo open" 5029
This will make Ncat listen on UDP port 5029 on your computer, and if you forwarded the ports correctly and unblocked SRB2 in the firewall(s), then port-checking websites should report UDP port 5029 as open. You can also replace the number
5029 with any other port number to listen on.
You can also use this command to listen on TCP ports, for example, TCP port 1234:
ncat -l -k 1234
You can always press Ctrl-C (the same key combination for copying) to cancel (abort) the running command.
(P.S. You will probably also need to unblock Ncat in Windows Firewall. This can be a good test for you.)
