In most cases the RDP exception should already be added to the Windows firewall. However, in cases where it isn't the following procedures can be used to add an exception for RDP.
Content / Solution:
Go to Start --> Control Panel --> Windows Firewall
Select “ON” and uncheck “Don’t allow Exceptions”:
Select “Exceptions” tab and then select “Remote Desktop” and click “Ok”. You have now turned on Windows Firewall without having restricted Remote Desktop access: