client sql connect without turnoff firewell

If you want to connect sql server remotely without turing off firewall, You have to allow or open port for sql server (1433) inbound and outbound rules in firewall advance setting.

https://blogs.technet.microsoft.com/danstolts/2011/06/how-to-open-firewall-port-1433-for-sql-server-database-engine-for-use-with-scom-or-anything-else/