Hello Lim,
Thank you for your message.
For direct connectivity you must make sure that the remote computer is directly accessible via IP address or DNS name. This is usually the case in local networks. Direct connection over the Internet is also possible - in this case you must create a port forwarding rule in router settings on the remote (Host) side.
Please, refer to these knowledge base articles for more information:
What is a direct connection?How do I set up port forwarding for the Host?Hope that helps.