how can I add new plugin when working locally?

It looks like a file permission issue. I've always worked on a DO droplet instead of locally, so I wasn't aware of this. However, it seems you have read up on it some. One stackoverflow user gave an explanation and solution, and below is a chunk of code from a blog post you may or may not have read. It was take from the comments. Glad you got it somewhat figured out.

Coda probably adds the needed file permissions when when dragged into the app.

if(is_admin()) {
add_filter(‘filesystem_method’, create_function(‘$a’, ‘return “direct”;’ ));
define( ‘FS_CHMOD_DIR’, 0751 );
}

Most times you should be able upload plugins just fine. Simply use the search field within Plugins ⇒ Add New. Otherwise, you'd have to download them directly at some point when connected to the net, and then you'll want to click Upload Plugin.