|If it's not connecting then you have something configured incorrectly on your port forward.|
First, double check the port number of the game you're playing. Then check the LAN IP address of the machine you'll be hosting the game on. Then make sure your port forward points that port at that address.
The last thing you'll need to know is your external IP address. That's easy enough to get, just google "what's my IP". Write that down and give that to your friend who will be connecting to your game then start your game in host mode. Your friend should have no problem connecting if the port forward is configured correctly.
It matters not how straight the gate,
How charged with punishments the scroll,
I am the master of my fate;
I am the captain of my soul.