Because SQL Express defaults to a dynamic port, opening the firewall can be a bit tricky. Typically, for PDM, it’s easiest to just set it to something static that can then be opened through the firewall.
Instead of creating my own guide, here’s a link to a step-by-step guide by Javelin Technologies.
[Setting SOLIDWORKS PDM Microsoft SQL Server to use a Static Port](https://www.javelin-tech.com/blog/2018/03/setting-microsoft-sql-server-static-port)