So, I'm testing KDE-Linux version "202509031309" on my AMD laptop. (happens on both on live and installed version) In the "Access the Internet" (2) page of the Welcome Center, when you press the "Change State" button, I get the message: "Networking support for Plasma is not currently installed.... To manage network connections, Plasma requires plasma-nm to be installed." I only get this error if I'm not connected to the network. If I'm connected and restart the Welcome Center, it works just fine, and the "Access the Internet" page works again.
Next to the "Change state" button is an explanation that the page is being shown despite you having connected to the internet because you're using a development build (which, as a user of KDE Linux, you are). The "Networking support for Plasma is not currently installed" message on the page is one of the possible states; by clicking the "Change state" button, you voluntarily decided to experience that state, and hence verify that it works. :)