I was looking for a commandline based approach to add new rules on Windows Firewall and it was simple to do:
- First check if there are already some rules set:
 netsh advfirewall firewall show rule name=**App**
- Then you add a separate rule for allowing input traffic (as required)
 netsh advfirewall firewall add rule name=**App** dir=in action=allow profile=public program=**App_Location** enable=yes
- And a separate rule for allowing output traffic (as required)
 netsh advfirewall firewall add rule name=**App** dir=out action=allow profile=public program=**App_Location** enable=yes
- Finally if required, the rule can be deleted
 netsh advfirewall firewall delete rule name=**App**
