By default Windows Firewall is turned on Windows Servers. Instead of turning off whole firewall you should allow only some ports go through. To do this using PowerShell you need only one simple line of code:
New-NetFirewallRule -DisplayName mssql -LocalPort 1433 -Protocol tcp
This example opens Microsoft SQL Server TCP port 1433 for incoming connections. Nice and easy line. Especially handy, when you need to do this using script on multiple servers.
To remove this rule, you should use the following command (mssql being the displayname of the rule):
Remove-NetFirewallRule -DisplayName mssql