Connecting a direct patch cord from the POE switch to the POE of the NVR would be a better idea. Plug and play would only bring in 1 camera tho. You would need to use the SADP tool to network the cameras to bring them in manually.
The reason it brings you back to your router is most probably because your ports are not forwarded? are you also local? if you are local, type in the local IP address on your IE.