Problem with firewall

Hi,
I bought a software, flight track software.
She need works from my desktop to my laptop and send information.
I tried to ask the support of the software, they told me I need to set up my home network by firewall.
And I don't know how to do it. This need to work by port 4444 and I can't make it work.

Someone can help me with that? May tell me what to do and how to fix it? Or connect my computer by Skype or Teamviewer?
It's will be very nice from you, I tried few week and I got crazy.
Thank you for your help.