To specifically advise based on your issue with the Window Server 2008 R2 Windows Firewall ports, it appears that Serv-U support "Auto-configure firewall through UPnP" (copied below) for opening up necessary ports at the OS server level, so for the simplest solution, you may want to utilize this.
Network settings
Auto-configure firewall through UPnP (Windows Only)
When enabled, Serv-U automatically configures the necessary port
forwards in your UPnP-enabled network device (usually a router) so
that the file server is accessible from outside your network. This is
particularly useful in enabling PASV mode FTP data transfers.
Resource (above): http://www.serv-u.com/serv-u-administrator-guide.pdf
As far as "domains" are concerned from a Serv-U perspective, I see many references in the vendors admin guide (link above) suggesting that certain "secure" protocol settings, etc. set at the "server" level which "domains" inherit. So in this context, I wouldn't think whether domains are setup or not would affect being able to connect to the server for whichever protocol you configure.
If you're testing this server software in a "demo" mode, etc. it wouldn't hurt to reach out to technical support and ask them since they'd know best and most accurately since this is their product which they develop, maintain, and support. This way you also get a sense of what type of technical support they will provide once you have this being used for "production" purposes.
If you're going to pay for a product that provides technical support, then running a demo of the product and having this support at this time may help determine if this is the product right for your organization in this regard as well.
Other Considerations
You may need to open up ports for the protocols you'll use in any routers, firewall appliances, or OS firewalls both internally and externally to your data network.
From the outside world, you may need to setup public DNS pointers and route that to a public IP address (internal server(s)) and ensure you NAT or port-forward this to your internal server IP address(es) for the server(s) that are listening for traffic on those ports.
The "Standard" FTP, SFTP, and FTPS (implicit and explicit) Ports
(Below are the various "standard" FTP, FTPS, and SFTP protocol port ranges used for the communications you elect to use. You'll need to ensure that these ports are accessible from the inside network routers and firewalls as well as outside network routers and firewall coming into your data network to communicate with the server (the server OS firewall as well).)
- SSH FTP (SFTP) uses TCP port [single channel] 22 by default
- Implicit FTPS (over SSL/TLS) uses TCP ports [control channel] 990 and [data channel] 989 by default
- Explicit FTPS (over SSL/TLS) uses TCP ports [control channel] 21 and [data channel - active] 20
- FTP (insecure) users TCP ports [control channel] 21 and [data channel - active FTP] 21
- Active FTP and FTPS is where you configure the server for a port or range of ports to use for the data channel communication