Yeah I can understand that it is confusing but it's because it is versatile.
Under the "Physical Devices" tab
You need to enable the local service (Enable Service)
Done
Then connect to the local service (Connect)
I tried, but when I press connect i get this error box up, as linked to before. I have tried to open ports in windows firewall, but without any luck.
Hmm, yeah I'm keen to get it working. Can you confirm that you have the the power control system service installed? and is it started?