A typical firewall appliance does not allow WAN-LAN connection unless they are specifically allowed. Does your Sonicwall run NAT, or in other words, do you have private or public addresses on the LAN side?
If your LAN computers have public IP addresses, it is sufficient to create a firewall rule to allow incoming connection to your server on the desired port.
If your LAN computers have private IP addresses (NAT), you need to (1) forward the correct port and (2) create a firewall rule to allow incoming connection to your server on the desired port. In this case, outsiders would connect to the public IP of the sonicwall.