I'm asking because I have tested a fresh Windows 7 system in VirtualBox, and I didn't need to disable the Windows firewall for the GUI to connect to one of the moneroworld.com nodes.
To connect to one of moneroworld nodes, one has to establish an outgoing connection. Default firewall policy is to allow outgoing connections and block incomming connections. So you don't need to tweak the firewall to connect to these remote nodes.
For your own full node, that would be the opposite. This SE explains how to remotely access your own full node.
In order to get full wallet functionality, there is no need to allow incoming connections with the local OS firewall. In this mode, you will make 8 outbound connections and 0 inbound connections, be able to listen to all transactions and broadcast transactions to connected peers.
I've tested this and everything appears to be working fine.