Open up Windows Firewall with Advanced Security.

You can do this by going to
Control Panel –> System and security –> Windows Firewall –> Advanced settings

Or hit the Windows key and type in firewall and hit enter

Select Inbound rules and then add a New Rule.  On the New Inbound Rule Wizard select Custom for the type of rule and hit next.  Allow All programs and then hit next again.  Select ICMPv4 as the Protocol type and if you want you can specify the ICMP types by clicking on the Customize button.  Finish running through the wizard give it a name etc. and click Finish when your done.