If you have a firewall then you will need to configure it appropriately.
Port 80/443
Any secondary servers must be able to communicate with the primary server on port 80 if you access your SquaredUp instance via HTTP, if you have SquaredUp setup with HTTPS you will need to use port 443.
Port 1433
TCP 1433 must be open between the SquaredUp web server and the SQL server hosting the SCOM Data Warehouse. If your SQL instance is load-balanced and using a SQL listener, you must open TCP 1433 to that instead.
Port 5724
TCP 5724 must be open between the SquaredUp web server and the SCOM management server you want to connect to.
Custom SQL Port
SquaredUp will support a custom SQL port for the SCOM Data Warehouse.
SquaredUp reads the Data Warehouse connection details from SCOM itself, so you might want to check that these details correctly include the port number. To view the Data Warehouse connection details run the following on the SCOM PowerShell command line:
Get-SCOMDataWarehouseSetting
The results should show the DataWarehouseServerName = <SQL server name>,<port>
If you set up your SQL server as an instance this will by default create a dynamic port, you will need to configure this as a static port in order for SquaredUp to access the Data Warehouse.