On the computer which you use to connect to the server core, run this command:
netsh advfirewall firewall set rule group="Remote Volume Management" new enable=yes

Or this powershell:
Enable-NetFirewallRule -name RVM-RPCSS-In-TCP,RVM-VDSLDR-In-TCP,RVM-VDS-In-TCP

….ON BOTH THE SOURCE AND TARGET MACHINES!!!

https://blogs.technet.microsoft.com/wincat/2012/05/02/what-needs-to-be-configured-to-do-remote-disk-management-of-a-server-core-installation-in-windows-server-2012-via-powershell/

https://social.technet.microsoft.com/Forums/windowsserver/en-US/22ca1d25-05b5-416c-bf9b-b301a2065d31/forum-faq-when-you-use-disk-management-to-connect-to-a-remote-computer-in-the-same-domain-you?forum=winserverfiles