The simplest solution is to turn off the firewall. If you're on a private network behind a router, you almost certainly don't have a use for it. But if you prefer to use it anyway, see below.
Please open the Security & Privacy preference pane and select the Firewall tab. Click the lock icon to unlock the settings, if necessary. Click the button marked
Firewall Options...
In the sheet that opens, the box marked
Automatically allow signed software to receive incoming connections
should be checked.
If the application that you're having trouble with is on the list above that checkbox and is blocked, change the setting to
Allow incoming connections
If the application is not on the list, add it with the same setting.
If it's already on the list and already allowed, delete the entry, then add it back.
Click OK. Test. If there's no change, ask for further instructions.