If the installation on the GUI doesn't work, you can try an other installation options as CLI or using direct upload !

*Installation options

Using the GUI: From your Jenkins dashboard navigate to Manage Jenkins > Manage Plugins and select the Available tab. Locate this plugin by searching for dependency-check-jenkins-plugin.

Using the CLI tool:
jenkins-plugin-cli --plugins dependency-check-jenkins-plugin:5.6.1

Using direct upload. Download one of the releases and upload it to your Jenkins controller.*