It’s normal to not connect if the server isn’t running. That’s how browsers work.
As for it not running, I’m concerned.
I would like you to download the QPKG from here (a package one of the Ninjas wrote)
It creates a share for PMS which you can then see in FileStation.
Once you have that, You can navigate down into Library / Plex Media Server
Right click the Logs
directory and create a ZIP file of it.
It will write the file there for you.
Please upload the ZIP here and I will see what’s happening.
We will know if PMS is starting or the problem is elsewhere