Sure
Just go into the network tab.
Below the field with the connections, you see an IP address followed by a port (looks similar to 123.123.123.123:6346).
The part after the colon (":") is the port phex uses, UDP as well as TCP.
It chooses it randomly, when it is run first time on a system and keeps it afterwards (as long as you keep the config files
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).
Have fun with Phex!