You do not forward ports in Windows Firewall. The only scenario when you could forward some ports inside Windows is when you share your connection via Windows Network Sharing (NAT). Normally you must forward the specified ports in your router/gateway which acts as a NAT-device. In Windows Firewall you just let/disallow the traffic out/in on specified ports for specified protocols and program execs.
If select advanced properties from System security >> firewall setting there is a in bound & out bound option and ports selection. I have tried it but even I tried to block connection to a executives exe file to the internet , it still get through .. quite unbelievable huh? However using Sphinx win firewall control (freeware version) works.