Frank is having trouble installing his Nest Cam. It won't work unless he turns off his firewall. Leo says that's not good. But it's the nature of a firewall, as it blocks a conversation between incoming and outgoing traffic. That's why Leo recommends using a router instead. He can also use the DMZ feature, where he could allow the Nest Cam to bypass protection. Leo doesn't recommend it, but it can be one option.
Port Forwarding is also one way he can do it. This pokes a tiny hole in the router traffic to allow it to operate. Port 9543 and 11095 are the ones. Frank should check his documentation on how to set it up. But he should never use Universal Plug n Play (UPnP). It's very dangerous.