I have installed Jenkins by deploying its WAR file to Tomcat. On typing
http://localhost:8080/jenkins
In browser
My Environment
I tried most of the suggestions provided here but nothing worked until I tried following
First: I needed to run as 'Administrator'
Second: It was using default user home dir at C:\users\yourusername\.jenkins.
What Worked:
I changed default dir above to a different folder by defining JENKINS_HOME environment variable and I was able to get new plugins.