It's crashing (closing) immediately due to a configuration issue.
In Windows, use cmd.exe to navigate your worldserver.exe path and run worldserver from the terminal via command line and dont double click binary to execute.
That will prevent the window from closing.
Also, everything should be 127.0.0.1. and not worry about your firewall. Windows whitelists 127.0.0.1 automatically. You should use that for your realmlist.wtf and your DB settings.
Once you get an exact error message from the console (without it auto closing), report back what the issue is and we can help get you set up.