To create an exception in your SEP client, open the GUI
To the right of Network Threat Protection click on Options and select Configure Firewall Rules
Click Add
On the General tab, give it a rule name and set the Action to Allow this traffic
On the Hosts tab if you know the IP of the printer than add it under IP addresses
On the Ports and Protocols tab
Click the dropdown and select TCP and add 3629 in the Remote port box
You can leave the Application and Scheduling tab as is.
Click OK and move it to the top
Now create one more rule and add all the same info except on the Ports and Protocols tab, select UDP and add 3629 in the remote port box
Click OK and move it just under the first TCP rule you created.
Also, the easiest route to take may be just to allow all traffic from your printer. It would require you to create only one rule instead of two. On the Protocols and Ports tab just leave it at all and make sure the IP address of the printer is added on the Hosts tab.