Hybrid Connection Manager doesn't connect - azure

Been trying unsuccessfully to make the Hybrid Connection Manager work, it's my first hands-on experience:
On Azure portal:
I've installed Hybrid Connection Manager on my laptop (using local admin account, Win 7 Enterprise) and also used it as on-premise endpoint for a MS SQL Express instance. psPing (great toolset by Mark Russinovich) shows connectivity on port 1433 and I can connect through SSMS without any issue.
I tried this in a workshop today and one of the trainers was able to get connected when using the same network connection, but a laptop from his organization.
Any ideas on what to try next?

The problem was the operating system. It seems that Windows Server 2012 or later is a prerequisite.
Thanks to DrewB and Rtm9018 for their comments in the thread at https://learn.microsoft.com/en-us/azure/app-service/app-service-hybrid-connections:

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