Remote linux agent node failing to connect to locally running Jenkins

Question

The problem is following.

1. I have Jenkins running on local machine (port 8080).

2. I've created linux instance in private cloud to use it as an agent node for Jenkins.

3. I'm connecting to this linux agent node via Putty and logging in.

4. Trying to download agent.jar file, that needed for node connection using following command:

   wget http://<my_ip>:8080/jnlpJars/agent.jar

5. But everything I get - is Connecting to <my_ip>:8080... Connection timed out.

6. The IP address has been taken using cmd>ipconfig>Wireless Lan Adapter WiFi>IPv4 Address.

7. At the same time, I have the VPN running on local machine (otherwise I won't be able to connect to private cloud, where linux node is located). Is it possible that I'm getting incorrect ip via ipconfig?