UPnP is just a protocol that gives applications the power to open ports automatically instead of you having to do it manually. It isn't necessary for the server to work, or for hole-punching to work either. Not every router even supports UPnP, so this message is perfectly normal.
If you're having trouble connecting to the server, make sure the ports are open on both your OS and your router. Other than that, it's possible that your client code is the problem. If your server and client are on the same PC (or local network, even) make sure you're connecting using loopback address or your local address, *not* your public address. Most routers don't support hairpinning.
