Your Security Group is associated with the instance on launch. In order to access the Free Cloud Desktop, you must allow Port 3389 as described in the Free Cloud Desktop Setup Details.
Once setup, you can modify the Ports available for a Security Group but you always need 3389. Those more familiar with Linux, AWS and such might open Port 22 for SSH or Port 80 for web stuff. For the less familiar, we recommend just Port 3389 for basic usage.
You can click the Add Rule Button to add a rule via the Create a Rule drop-down list box. You can delete ports that you don’t need by clicking the Action Delete (as shown below) and clicking the Apply Rule Button. Be careful not to block access to your instance and to limit your exposure to nefarious individuals.