Plugins by default don't have configuration interface. Sure you can register a route to a configure view that uses a controller you make, but that won't be called by anything in the framework by default, you'll have to call it yourself or add it yourself to the sitemap.xml.
If your plugin class also implement an interface such as ITaxProvider, IShippingRateComputationMethod, IPaymentMethod (there are other for feeds, sms, etc), those interfaces require you to provide a configuration route that will be called when you click the configure link in the appropriate section. For instance, if you create a plugin class that implements IShippingRateComputationMethod and install your plugin, if you go to Administration -> Configuration -> Shipping -> Shipping rate computation methods, then you will see your plugin with a configure link.