Ha, good question.
Never checked it by myself.
I'd think that the configuration manager does not take care of firewall settings if you change the ports.
So you need to adjust the inbound rule.
Regarding the outbound rule: those are always random high ports.
Example: If I talk with my local SSMS to a SQL Server connected to port 1433 the communication port back to my client is always high range starting at 49xxx
If you use a stateful firewall then you just need to take care about the inbound ports as far as I know.