If you are having trouble connecting your Surface Pro 3 to the Microsoft Wireless Display Adapter AND you have antivirus/firewall software running, try temporarily disabling the firewall. If that allows you to connect, then turn on the firewall again and set a rule/exception to your firewall settings.
Allow:C:\Windows\System32\WUDFHost.exeAllow In/Out connections for TCP and UDP, Ports: All.
Here’s how it looks in ESET Endpoint Security
SETUP > Advanced Setup
Personal Firewall > Rules
Add
General Miracast Direction:Both, Action:Allow, Protocol: TCP & UDP
Local
C:\Windows\System32\WUDFHost.exe
And that should allow you to connect to your Microsoft Wireless Display Adapter through your firewall.
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