After some extensive testing on different types of networks (private work versus personal home), it looks like the ability to connect your devices to Studio for Windows is very reliant on having a basic network set up.
One thing to keep in mind is the connection requires very specific data and a solid network connection. You can't have any firewalls, advanced security and/or AP Isolation enabled. Generally these will be enabled for business or public networks. It's not a bad thing, as it keeps others out of your devices, but it completely severs our communication.
Because this is all related to the specific network you're on, troubleshooting can be difficult. The best option is to first test on a known network you have control over. For instance, if your device and computer aren't connecting at work, but everything functions normal at home, the issue is more than likely network related. Try disabling Windows Firewall and ensure your router doesn't have AP Isolation enabled. With all of this disabled, you should be able to connect with the system's IP address and port number. Both of these can be found in the "Connect" menu in Studio.
We would like to hear about the successes and failures you've had, as we continue to try and nail this down, however we are hitting a point where we're running out of things to try. This is a problem when dealing with outside forces (networks we can't control). Having said that, keep me posted on progress and issues in this post.