With the plugin you can get tax calculation more accurate at time of checkout and also having the plugin installed also makes it easy to setup the access we need to download your order history so we can update your transaction data current every night.
If you do not want to install the plugin, you can still connect to TaxJar for order history download to get our state sales tax reports. To do this, make sure to follow the steps to create the user in WordPress, then copy the credentials and your WooCommerce store URL into the "Connect" page in your TaxJar account.
If you have trouble connecting, double check a few items.
If that doesn't work please let us know your store URL and the user token and secret you tried entering so we can investigate further.