Open port for you application

Hi, I was messing around with boost.asio, trying to learn about sockets and I was wondering why did I have to add a rule in both my firewall and my router's firewall to be able to connect to my server trough WAN, when I rarely have to do any of this when I install other apps like dropbox, which I installed today.

I saw on UFW's config screen that dropbox is listening to port 17500, but I don't see it in the rules and I didn't add it to my router's port forwards either. Yet it's uploading my files right now. How do they do that?
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