Hi Meraris,
First, please make sure Windows is updated to the latest version. Click Start > Settings > Windows Update > Check for Updates and install any pending updates.
If you have any antivirus software enabled, please turn it off temporarily then try connecting again and see if it works.
Also, did you enable the option to allow remote access to your computer? Go to Settings > System > Select "Allow remote access". Make sure to check "Allow remote connections to this computer" then click OK.
Regards.