They use the ip address assigned to the FG host computer to connect. See attached screenshot. They use the "managed ip" which is the internal ip address assigned by zerotier. It is not going to match the internal or external ip address on the FG host launch screen so don't worry about that. If you watch my video (link in Post #1 above), you will see where I copy the ip address from. If you have any issues, let me know. Most likely it is allowing zerotier as a program in your firewall.
Oh.. and welcome to the forum! Great people here....