I’m sure most of you know this already, but I’m putting this post here for benefit of greenhorns like me. I could not connect to my target computer, although with similar setups I could connect in the other direction. In searching for this topic, one post said, BTW, you have to check if your adapter is one of those supported.
Bingo! My laptop was using its wireless card, which is not on the supported list. But it also has an ethernet adapter that is on the supported list, so I connected the ethernet port over to my router and it works.
For Windows 10, the list is at https://docs.microsoft.com/en-us/windows-hardware/drivers/debugger/supported-ethernet-nics-for-network-kernel-debugging-in-windows-10.