Windows doesn't know or care whether the router has a port forwarded to the machine it is running on. What keelysam referred to is the UPnP protocol that allows a piece of software running on the windows machine to reach out on the LAN and auto-configure the router itself. I have heard Skype does this, for example. If the router is a UPnP device and has that capability enabled, and the Windows system has UPnP device hosting enabled, then the software is able to configure the router without getting the user involved. Otherwise you can always set it up manually if you know how.