I have installed Jenkins by deploying its WAR file to Tomcat. On typing
http://localhost:8080/jenkins
In browser
The problem may be that your browser proxy settings are not configured properly.
Jenkins doesn't retrieve the plugin list directly from the update center, it tells your browser to retrieve it and post it back to Jenkins. So the HTTP proxy settings within Jenkins are ignored for this step.
So if you are using a browser that is configured to only work within your network, to connect to local servers such as a Jenkins instance, then you won't be able to update the plugin list.
(This just happened to me and took a frustrating hour to work out.)