No need to go to http//whatever.on.the.internet.tld
Like Mercedes knows all about Mercedes cars, Netgate/pfSense knows all about pfSense : https://docs.netgate.com/pfsense/en/latest/nat/port-forward-troubleshooting.html
I would open my tool box, that is : clicking on " Diagnostics > Packet Capture" and set up for a capture on port 1194 and UDP (?) and start it.
Then, try to connect using your remote App.
Stop the capture.
Look at the result : something came actually into on your WAN (?) NIC on this 1194 port ?
If not : the problem is up stream : traffic didn't make it to pfSense.
Read the entire check list on the trouble shooting page : execute every step, and if you do not understand : ask.
"before using Pfsense I open NAT-DMZ on the router from WAN to local IP. " pfSEnse is not any different from any other router on planet Earth.
You have to create a NAT rule, using incoming port, outgoing (destination) port, a 'LAN' (DMZ) IP address and that's it.
But if 1) applies, and nothing comes in ... well yeah .... 1 explains 2.
"I have a program that does not work in the domain environmen" : I don't understand.
That's a typical user that describes an error.
Your are the network admin ? Start detailing what actually happens. We, from here, know nothing about your network / needs / setup.
Give details and we figure it out.