What protocol are you using/is supported by your writer? Does it say "connected" and is there anything in the paper tape?
And does output work for your MacBook's internal keyboard with the "Keyboard" protocol?
If you press Configure, and then go to the Machine tab, you should see an option called "Port" with something along the lines of "COM2" in it. (If it's not like that, don't worry! I've only used Plover actively on Linux and Windows so I don't know what it'd look like) There should be a Scan button below. If you press that with your writer plugged in, it should recognise it.