There is a series of two great posts about Sharepoint communication – ports, protocols and proxies, developed by UK MCS Sharepoint team.
Martin Kearn wrote in 3 points why is necessary to understand the farm communication:
1. Secured or ‘locked down' farms may have servers on different network segments and you may have to configure firewalls to only let the minimum traffic through. Without know what traffic needs to go where, this is a very difficult process.
2. Understanding network activities is very useful when trying to troubleshoot strange problems since SharePoint does not do a great job of reporting when there are network issues preventing something from working.
3. Windows Server 2008 and SQL 2008 are both ‘locked down' by default. Meaning that a fresh install of Windows Server 2008 will have everything disabled in Windows Firewall. Clearly you could simply enable all inbound / outbound communications (and I've done that once or twice myself in the past! J) but that kind of defeats the point. It is much better to understand what traffic is coming in and out of the server and open ports as necessary.
Read the posts here:
SharePoint Ports, Proxies and Protocols .... An overview of farm communications by Martin Kearn
and
SharePoint Ports, Proxies and Protocols .... Search Communication by Peter Reid