Demarcation Zone
By default, all devices on your network plugged in to the router or wireless are NOT in the DMZ. They are in the protected area.
If you have a device you wish to expose to the entire internet, you can put this device in the DMZ in your router.
I use this for testing ONLY. If I'm setting up a VPN, RDP, etc. and can't connect, I'll briefly put the computer in to the DMZ and attempt to connect again. If I still can't connect, something on the computer is preventing this...firewall software, etc. If I can connect then the restriction is at the router most likely and probably and issue with
port_forwarding
Brian