To configure your Slack Application correctly, in the Redirect URI box, you must include the entire path/address to the Slack plugin page on your wordpress site.
So instead of: http://www.example.com
You need something like: http://www.example.com/wp-admin/options-general.php?page=slack-for-wordpress
See “Redirect URIs” at the bottom of the page of this site for more – https://api.slack.com/docs/oauth