You’re doing this right. Windows firewall exception has to be ON for the host, doesn’t seem to matter much client side, on or off.
Just to be sure I’ve just retried LAN with the 4.17 packaged version with a Vive and a Rift, and it works. Windows 10. I haven’t change anything special or open ports on my router.
Check things like Windows Homegroups / Workgroups to be sure your computers are on the same. Try resetting router. Don’t despair!