On the Windows platform, what native options to I have to check if a port (3306, for example) on my local machine (as in
localhost), is being blocked?
Since you are on the Windows machine, these things can be done,
If you have an active block (incoming connections are being dropped by firewall) after you start logging, you should see that in the log.
If you are running an application/service that is listening on 3306, the firewall config should show it to be Enabled. If this is not seen, you have probably missed adding an exception with the firewall to allow this app/service.
Finally, port 3306 is typically used for MySQL. So, I presume you are running MySQL server on this windows machine. You should therefore see a listener for 3306 accepting incoming connections. If you do not see that, you need to work with your application (MySQL) to get that started first.
If you can telnet to the port from the local machine (using the external IP address), but not from another machine - then it is being blocked somewhere between.
Note that a firewall on your local machine could prevent even the first action.