Perhaps you disabled the Block Editor? This plugin works only with the default Block Editor. There are some plugins that can disable the Block Editor or Editor plugins, like Elementor, which overwrite the default functionality.
What's the exact error? Did you put the Album URL in the top box?
Things to check:
The album should contain JSON files (the album database). With many skins it's automatic, but with those skin doesn't use it, you need to regenerate (Make + Upload) the album with "Settings / Advanced / Matadata / Generate JSON file".
Always use the URL of the top level album page in the Album URL box!
If the browser's console (Press F12) complains about "Cross Origin Request" (CORS) violation, you have to enable the access to the album file on the album site by adding these lines to you .htaccess file on the server's top level page (or the album's top level page)
Header set Access-Control-Allow-Origin: "http://your-wordpress-site.com/"
Header set Access-Control-Allow-Origin: "https://your-wordpress-site.com/" env=HTTPS