The TMSI plugin is only available on the Windows operating system; the TMSI SDK is only available for that platform. Currently the TMSI plugin is not available in the compiled binary releases of MNE-CPP. To get the plugin, it is necessary to build mne_scan from source while having the tmsi drivers installed (you need to make sure that the TMSiSDK.dll is present in C:/Windows/System32/TMSiSDK.dll.). Follow the instruction in the build guide. If building with the command line script, add tmsi after the call, like so:

./tools/build_project.bat tmsi

If building in QtCreator or calling CMake manually, add -DWITH_TMSI=ON to your CMake step.