Beginner streaming problems

[bazsl]

I am a complete novice at video streaming making my first attempt using version 0.92. Everything works across my home network using HTTP.
When I try to use UDP with the address set to 239.255.1.1 and Encapsulation set to MPEG-TS the server starts streaming but I cannot connect on the client by selecting UDP as the protocol and entering the same address. What am I doing wrong? Note that I do have UDP port 1234 open in Windows Firewall on both machines.

I would also like to try RTP but I have no idea what to enter for the address.

My last question is, why would I want to use RTP or UDP instead of HTTP?

I have read the docs but they are for another version with a very different U/I so they did not help much.