Have you read that documentation?
You can write built-in vbs script to do lots of things before Thinapped application runs. One of the thing you can do is to write vbs script to either add exception to firewall or disable firewall complete. But thinapped application has to be run under user with administrative rights. If you don't have administrative rights you are not able to manage firewall anyway. It's OS security.
Is it clear now? 