When the plugin is active, you can see the external data layer, but by default its not active until saved. Save the level, and it should become active.
You still wont be able to add anything to it though. Its a quirk in Unreal for now. To get around it, select the objects you want to add to the layer and “cut” them. Then double-click the external layer to make it active. Anything you create from here onwards will be added to the external layer. You can now paste the objects you had cut earlier and they will now show up in the external data layer. Check by toggling the layer on and off. Save.
I hope that helps.