Paltalk initiates its connections 'outbound', and your router or Windows firewall should not require any special configuration to connect to the internet.  But in the event you are having difficulty you may want to check your Windows firewall to be sure that Paltalk is not 'blocked', or 'not allowed'.  Or you may want to specifically allow the app through your firewall to eliminate any doubts.

Click on your Windows 'Start' button (usually at the lower left of your screen).  Then select 'settings'.

Now select 'network and internet'

Select 'status' on the left.  If you have an internet connection you should see 'you're connected to the internet' in the status area.  Scroll down under the 'network troubleshooter' header and click on 'windows firewall'.

Now the 'firewall and network protection' screen will launch.  Make note of which network is 'active' and if it says 'firewall on' below it.  Click on the 'allow an app through firewall' link 

When the firewall screen opens, scroll down to see if you see 'Paltalk' in the list.  If you do not see 'Paltalk' in the list, it is not necessarily a bad thing because it means that Paltalk is not 'blocked'!

If you do see Paltalk in the list, be sure that private networks are allowed (checked).  Most home networks are 'private' networks, but if you have trouble or travel often you may want to select both public and private networks.

Note that if you want to change the settings here you have to click on the 'change settings' button first.

If you wanted to add Paltalk to the 'allowed' list just to be sure, first click on the 'change settings' button, then click on the 'allow another app' button.

A file browser will launch.  Browse to the your C:/Program Files (x86)/Paltalk folder and click it to open it.  Now select Paltalk.exe and click the 'open' button on the file browser window.

Paltalk should show in the list of apps now, and you should place a check mark into the 'private' box, as well as the 'public' box (if you travel or are troubleshooting).

That's it.  As far as Windows Firewall is concerned, Patalk is 'allowed' to access your internet connection.

Note: as above, none of this is usually required, but this information is here for you if you are trying to diagnose a connection problem.