When you first launch Crayta on Windows, it should ask you if you want to add a firewall exception for it. Select Yes.
You can also manually add an exception with the following steps:
- Hit the Windows Key and type "Windows Firewall"
- Select "Allow an app or feature through Windows Firewall"
- In this new window, scroll down and verify Crayta is listed and has a check mark next to it. If there is no check mark click "Allow another app..." (if this button is disabled, you will need to click "Change Settings" at the top first)
- Now navigate to where you installed Crayta (usually "C:\Program Files\Epic Games\Crayta") and add Craytaclient.exe as an exception.