PS: I am doing this in Category View (Can be changed in top right of control panel)
Step #1: Find your way to your computer's control panel.
Step #2: Click on "System and Security"
Step #3: Locate the "Windows Firewall" tab
Step #4: Underneath the Windows Firewall tab, click "Allow a program through Windows Firewall
Step #5: Click "Change Settings" (You will need admin privileges)
Step #6: Click "Allow another program..."
Step #7: Click "Browse..."
Step #8: Locate all of the files you want (as posted on Steam Community)
Step #9: Then add them into Windows Firewall
Step-By-Step Pictures:
http://gyazo.com/342f15592daacbbadda11ee01408215a
http://gyazo.com/9dd2e2dfda6a8d05a8f5d85c897bac17
http://gyazo.com/529df6ed6ae0b61427c4ab9678a746e6
http://gyazo.com/00a78d6b332e36db2be74272dfef7afa
http://gyazo.com/35765780fe01fc8992bd3229f0af1a46
http://gyazo.com/012b9fba8378a2f01b54cc7bcc223418