Windows Firewall by default only blocks incoming connections. A trainer on your computer is initiating the connection, not waiting for an incoming one. So it never blocks it in the first place.
My last dream was weird. Everytime I descended an elevator I would start air surfing (slowly raise to the top of the elevator as if in free fall). I guess you could count it as flying but I didn't register it being wrong with the world's physics until I woke up.