Exercise 5 states "I this exercise, verify remote connectivity by remotely connecting from server SQL-A to the SQL Server 2012 instances on servers SQL-B and SQL-CORE and also install AdventureWorks sample database...."

It could be the firewall rule added in Lesson 1 Exercise 2 as you say, can you confirm connectivity between the servers by some other means?

Also double check the firewall rule, even removing it and going back through Lesson 1 Exercise 2 again.

Tell me how you get on?

Jon.