After you have installed SQL Server, you might have noticed that the firewall will block access to it.
In order to remedy this, you will have to open 2 ports in the firewall.
TCP port 1433 for the actual SQL Server engine, and UDP port 1434 for the SQL Server Browser.
This could be done from the GUI, but I have found that it’s more convenient to do it from an elevated command prompt.
netsh firewall set portopening protocol=TCP port=1433 name = SQLPortEngine mode=ENABLE scope=SUBNET profile=CURRENT netsh firewall set portopening protocol=UDP port=1434 name = SQLPortBrowser mode=ENABLE scope=SUBNET profile=CURRENT
Or follow the manual GUI steps in this MSDN article:
How to: Configure a Windows Firewall for Database Engine Access
great! it really helps
Make sure you setup both inbound and outbound rules. Also, at least on 2008 R2, you need to setup inbound and outbound exceptions for sqlserver.exe and sqlbrowser.exe