Laudian, could you clarify what you mean about both devices?
According to the documentation Create a locally-managed tunnel (CLI) | Cloudflare Zero Trust docs I have to download, install and configure Cloudflared as a Windows Service. I installed it on the host where I want to publish the port to the internet. My host appeared on the Cloudflare dashboard (see the picture in my previous comment). When I publish HTTP or HTTPS ports in the same way, I don’t have any issues. The trouble comes when I try to publish a custom TCP port or RDP port.
You have one device one which the service runs (the host), and one device (or more) from which you try to connect to the service (the clients). Both need to have the tunnel installed, as explained in the documentation: