Ubuntu these days comes with ufw - Uncomplicated Firewall. ufw is an easy-to-use method of handling iptables rules.
Try using this command to allow a port
sudo ufw allow 1701
To test connectivity, you could try shutting down the VPN software (freeing up the ports) and using netcat to listen, like this:
nc -l 1701
Then use telnet from your Windows host and see what shows up on your Ubuntu terminal. This can be repeated for each port you'd like to test.