I don't leave the windows firewall on. That doesn't matter honestly. You could just add exceptions if you needed yours on or just turn it off if you suspected it was blocking the connection. The wired connection should not matter. Should work on wifi just fine. Please see my previous question. Are you using a router? How are the devices joined? Can you ping each other? This is where you are at. They need to be on the same wifi network to do it wirelessly. 5g is a type of wifi network my router provides. You should not use a hotspot for this. If you are using a phone hotspot that might be the problem.
Unless you have way too many rules to turn off/disable, it's easier to just turn off Windows Firewall completely. That's how I done it with my Windows 10 computer.