You can first add the SQL Server instance using 'machine name\\*' syntax. Then select the SQL Server instance which is running on non-default port and click 'Edit Credentials'. Then click 'Edit Properties' on the 'Edit Credentials' windows. You should be able to enter Port number here.
I am not very sure but as far as I am aware, you would need 'SQL Server Browser' service to be running in order to connect to a named instance remotely.