This is a very crucial part of the process that is required if players are not on the same network as the admin. In some cases, it is possible for the admin to just open a port for other players to have an access to the server, however, if this step is not taken this is what you have to do.
Remember that this is a very tricky process that needs extra precaution. To make this happen, the admission must know how to access the administrative setting page of their router in order for this step to be successful. If you have no idea how to do this step, you can check on some sites to get detailed guidelines on how to do so.