This doesn't always work, though, since different firewalls work in different ways and may not include the aforementioned UDP-allowing logic. Given that, the TeamViewer/LogMeIn company's server can tell both clients to send an outgoing packet to the IP address of the other client's firewall, and after that (hopefully) each firewall will accept UDP packets from the other client's Internet-facing IP address.
That technique relies on the fact that many firewalls will accept incoming UDP packets from remote hosts that the firewalled-host has recently sent an outgoing UDP packet to. AnyDesk is simple to download and install and very intuitive to use.
Its a lean solution with all features quickly at hand. The other technique that they can sometimes use (in order to get better performance) is UDP hole-punching. AnyDesk is a user-centric alternative to TeamViewer. The main drawbacks for this technique are that all data has to pass through a TeamViewer/LogMeIn company server (which can become a bottleneck), and that TCP doesn't handle dropped packets very well - it will stall and wait for the dropped packets to be resent, rather than giving up on them and sending newer data instead. It appears that both LogMeIn and TeamViewer use this method, at least as a fall-back. As long as the TCP connection is open, data can pass over that TCP connection in either direction at any time. The simplest and most reliable way (although not always the most efficient) is to have each client make an outgoing TCP connection to a well-known server somewhere and keep that connection open.
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