So you are you able to connect your MySQL database on Windows ? You have two optioins.
1. Disable Firewall. Easy and popular way of solving problem for win users is to disable something but I do not recommend this to you
2. run cmd.exe and execute the following command:
C:\>netsh advfirewall firewall add rule name="MySQL Server" action=allow protocol=TCP dir=in localport=3306
This will add permitting firewall rule for MySQL that is almost everythig that is needed. Ah, and don't forget you should use '%' mask to match 'any host' or grant permission for every host is used to connect the particular database:
grant all privileges on somedatabase.* to 'someuser'@'%' identified by 'somepassword'; flush privileges;
And that's it.