The firewall setup information is available at our Adminguide Documentation: Adminguide - PDF File
Addional a list of required ports:
Service Port Protocol From To
--------------------------------------------------
SMTP 25 TCP Proxmox Internet
SMTP 25 TCP Internet Proxmox
NTP 123 TCP/UDP Proxmox Internet
DCC 6277 UDP Proxmox Internet
DNS 53 TCP/UDP Proxmox DNS Server
HTTP 80 TCP Proxmox Internet