I had to figure this out when it would never work for me so here's the manual way to join:
So you start a single player world, open to LAN, and the chat shows you a port, right?
Now you need to open your command prompt on windows, type in ipconfig, and find your ipv4 address. Now you give that address to your sibling with a colon and that port that showed up in chat. An example may be: 192.168.0.2:5677 (i forget if the port is 4 or 5 long) And they add that as a new server.
Or is this what you mean by direct connect?