I talked with my buddy, who does a lot of this stuff in production. He told me that most NAT firewalls block outgoing multicast, as it is usually meant only for internal systems. It is possible to do multicast over the internet, but you'll have to check the documentation for your specific firewall to find out if/how to unblock it.
As for the clients, they do not need access through the firewall to receive multicast. Multicast is one way, and because it's UDP, it's stateless. No incoming firewall connections are ever made with multicast.
So to answer your question:
Multicast is not like ordinary local applications which we can redirect from firewall to certain port, is it ?
No. Multicast is one way and not redirect-able.