Cannot make multi node training work

We ran into various problems, such as `NOTE: Redirects are currently not supported in Windows or MacOs.`, `The client socket has failed to connect to [ip: port we specify]`, and also the nccl backend issue (which can be solved).

We run two windows 10 machines in the same network, each has one 3090. The accelerate version we tried are `0.15.0` and `0.16.0`, torch version is `2.0.1+cu118`, our configuration is mainly like below, only the `machine_rank` field is different for the two machines. We tried some slight variations of the config, feels more wrong and also failed.
```
compute_environment: LOCAL_MACHINE
deepspeed_config: {}
distributed_type: MULTI_GPU
downcast_bf16: 'no'
dynamo_backend: 'NO'
fsdp_config: {}
gpu_ids: all
machine_rank: 0
main_process_ip: "127.0.0.1"
main_process_port: 8000
main_training_function: main
megatron_lm_config: {}
mixed_precision: fp16
num_machines: 2
num_processes: 1
rdzv_backend: static
same_network: true
use_cpu: false
```

What did we do wrong? Did anyone run multi node training successfully?

Start by reproducing the two-machine setup described in the issue with the provided configuration, comparing the machine_rank values and the main_process_ip setting. Review the reported redirect, client socket, and NCCL errors together. Done means multi-node training starts successfully on both Windows 10 machines.

Written by the indexing model from the issue text.