Debugging asks to Configure Firewall for Remote Debugging

I write some code in SSMS new query window and when to debug I clicked the green Debug button. A window asking to configure firewall to remote debugging appeared as in screenshot below:



The options are self explanatory and to enable debugging from computers in my network, I selected the 2^nd option (Unblock remote debugging from computers on the local network) and I am able to run my code with debugging as expected.

In SQL Server button for Step Into is F11 and for Step Over is F10.