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https://www.noip.com/support/knowledgebase/general-port-forwarding-guide
https://www.windowscentral.com/how-open-port-windows-firewall
However, if you are using the "Use Steam Relay" option when connecting to a dedicated server, you can ignore this error. This option allows you to use Steam's relay servers instead of a direct connection, which may provide better stability and performance. In this case, the "port 16262 closed" error does not affect your gameplay.
If you have tried port forwarding and still get this error, you may need to contact your Internet Service Provider (ISP) and ask them if they allow hosting a server on your IP and if they block the 16262 port themselves. Some ISPs may have restrictions or policies that prevent you from hosting a server on their network.