Can't access on-premise SFTP server via Cloud Connector using CPI with CF trial account

Hi!

I'm trying to connect CPI service to on-premise SFTP server.

At the moment I've done the following:

1. Registred trial account with Cloud Foundry environment, created subaccount:

2. Installed Cloud Connector on my personal laptop and set up connection:

3. Created resource for my local SFTP server instance (and checked that connection to resource is successfuly established by Cloud Connector and logged by SFTP server):

But when I try to check connection from CPI using "Test Connectiviy" service, I get following error:

Windows Firewall application is switched off.

Any idea, what could I miss? Or what might be the reason for the error I get?

Regards, Evgeniy.