You installed only the server. In the same download page you can see the client. After install the server you need to install the client. After install open the client to add the channel. You can view and install the channels only from client.
Well I went back to the plex website and downloaded the plex media center. I opened the media center and it gives me 4 options. Channel directory (I click on it and nothings there), Preferences (which gives me several more options), search (I have no idea what to search for), and quit (which exits out of the plex media center). I'm not sure what you mean by "open the client to add the channel". What channel am I adding? And when I click to open the server and I still get the same response I had before.