HI there,
The under construction plugin serves as a landing page so that users will not able able to access the frontend of your site not unless they are logged in or they have the password set in the plugin settings to bypass the landing page. So if you have other user roles, you just have to provide them with the password you set in the plugin so that they can access the site pages.
That is not where you have to click to get to the settings as that link will send you to the plugin developer which is ThemeCo. If you want to edit the settings, go to X > Under Construction.

Have you set the password in the Under Construction settings page? If not, kindly set it there.
Hope this helps.