You need to edit Global Rules and make a rule for incoming traffic on the desired port(s). Incoming traffic will first go through Global Rules and then through Application Rules.
Read the following tutorial I made. Substitute the port numbers and protocol for your situation.
To open the port TCP 1723 for example
First step is to determine the MAC or Physical address of you network connector. Go to Start → Run → cmd → enter → a black box will show up and enter the following → ipconfig /all (notice the space before /all) → enter → now look up the Physical address and write it down.
Notice that Physical address = MAC address
Firewall → Network Security policy → Global Rules → Add → fill in the following:
Description: Incoming Port
Source address: Any
Destination Address: Choose MAC address and fill in the found MAC/Physical address
Source Port: Any
Destination Port: 1723
Then push Apply → Now make sure that the new rule is somewhere above the basic block rule(s) as the bottom (the block rules have red icons); you can drag and drop the rules → Ok.