There are two possibilities here:

1) The management server is not running on the broker / the specified port check the XML Configuration page for further details.

2) The management server running using JMX connectivity but the console is trying to use SASL for connections. This is the default configuration of the qpidmc.bat. Either adjust the config to use SASL:

    <security-enabled>true</security-enabled>

or remove the -Dsecurity=CRAM-MD5 from the command line in qpidmc.bat