By default Signal will be added as an exception to the Windows Firewall automatically and no configuration is needed. However, if the firewall has been set to "Don't allow exceptions" this will block all applications from receiving incoming connections, including Signal.
In addition to the built-in Windows Firewall there are a number of third-party firewall solutions available, one of these may have been pre-installed on your computer or added as part of an internet security package. If any other firewall software is in use please consult the application's documentation to determine how to add Signal as an exception. Signal uses TCP port 3569.