@Raul Guchinife, Thanks for posting in Q&A. For Intune, the network requirement is described in the following link:
https://learn.microsoft.com/en-us/mem/intune/fundamentals/intune-endpoints
You can test on one device with the rule you created to see if everything is working. If it works as expected, then you can deploy it via Intune:
To create windows firewall rule, here is a link you can refer. But if you want more detailed support on the rule, you can contact windows support to get more help.
Hope the above information can help.
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