Authentication requires a valid OAuth application to be registered with Coding.net.
Using your Coding account you can create a new application registration using this link: https://coding.net/user/account/setting/applications/add
You can use any name you want but bear in mind this is what coding will show to the users when they authenticate and authorize this plugin to act on their behalf.
The entry should look like this:
Main URLhttp://127.0.0.1:8080
Callback URLhttp://127.0.0.1:8080/securityRealm/finishLogin
With 127.0.0.1:8080 replaced with the public hostname and port of your jenkins instance.