First, you need to find out what IP address you have on your computer. Open a command prompt and type "ipconfig". Note the IP address it gives you.
Then, open a browser to go to the configuration page of your router or modem (= the box that sits between your computer and the internet). On the configuration page, find an option called "port forwarding". Input your IP address as the address to forward to as well as the ports you want to forward. Unfortunately, configuration pages look very different for different routers, so I can't give you an accurate description of where to find the relevant options, you'll just have to search a bit.