I found a solution to my problem.
The port I used was not open in the Firewall Pi Firewall. I could not find how to add a rule to the firewall, but after some help on the Freenode C # Chat forum I found the following snippet:
First I enter Pi through PowerShell
Enter-PsSession -ComputerName MyRaspberryPi-Credential MyRaspberryPi\Administrator
Then I manually add the opening of the port firewall that I use. In this case, port 8080.
netsh advfirewall firewall add rule name="Raspberry Pi Webserver" dir=in action=allow protocol=TCP localport=8080
After that, everything worked as expected. I could access the port on my Raspberry Pi! All is well!
Thanks to @ canton7 and @ taylor-kidd in the comments for coming up with suggestions that finally helped me!
EDIT April 12 : It appears that this issue with the firewall not opening was actually a known Microsoft issue. They write that in their Relase notes for Insider Preview version 14295 (which I use) here is http://ms-iot.imtqy.com/content/en-US/win10/ReleaseNotesInsiderPreview.htm
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