Doing my first steps with the plugin on a fresh Windows VM, QGIS master having NO connections, using the WFS option, I stumble upon the dialog on the left on this image:
As you can see the New button is disabled here (while, see right dialog), in the normal WFS dialog I can add a new connection.
As soon as you have at least 1 connection, the New button is also available/working in the plugin dialog.
Doing my first steps with the plugin on a fresh Windows VM, QGIS master having NO connections, using the WFS option, I stumble upon the dialog on the left on this image:
As you can see the New button is disabled here (while, see right dialog), in the normal WFS dialog I can add a new connection.
As soon as you have at least 1 connection, the New button is also available/working in the plugin dialog.