Make sure the Plex Media Server process running. Check Package Manager.
Can you connect directly to the server: http://pms_ip_address:32400/web/index.html
Try Synology FAQ #25. You must be on the same network as the Plex server when claiming it.
Also, the version of PMS you are running is a year old. Consider manually updating to the current release. Download the current version from plex.tv/download, then manually install using the Package Manager. See Synology FAQ #2, #3, & #3a.
Synology FAQ (DSM 5 & 6) - Questions, Answers, and a few How-To’s
