You need to allow connections under that port (default: 7777)
Windows Firewall - Inbound Connections - UDP 7777
If you are also using the launcher, you also need to ensure that your router is allowing internet traffic to be directed at the server.
You can use "open 127.0.0.1" to join if you have the UDP 7777 done in Windows.
But using the launcher to join, will require Port Forwarding/Triggering