If you're using a router on your network, or you have a firewall enabled (including the one built into Windows), you'll need to configure your PC to allow incoming data from the internet. Otherwise you'll have problems with people getting disconnected from the session or not being able to connect.
See the Help topic Firewalls, Routers, and Port Forwarding
for detailed info.
After you get your router and firewall configured, be sure to test everything with my FSPortTest program. It'll check all the FSHost and Flight Simulator ports on your PC and tell you if they're setup correctly. You can find out more about FSPortTest in the Help topic mentioned above.
Everyone connecting to the FSHost session will need to configure their router and firewall the same way, and they should run FSPortTest on their system as well. Every player in a multiplayer session connects directly with every other player - the data is not relayed by the host. If one player in the session doesn't have things setup correctly, it'll cause problems for everyone else when they try to connect, because they won't be able to connect to that one player.
If you're hosting the session, things are a lot easier if you run FSHost and Flight Simulator on the same PC, instead of using multiple PCs on your local network. This is because when you forward ports in the router, you can only forward them to one PC at a time, and that PC should be the one running FSHost.