I have a couple of servers:
On gitlab, I have a webhook:
On Push events -> http://{jenkinsIP}:8080/gitlab
There could be multiple problems.
For one, I don't see why you create a WebHook on Gitlab, and use Poll SCM on Jenkins: either use Trigger builds remotely on Jenkins with a WebHook on Gitlab, or Poll SCM on Jenkins but then also enable some Credentials for the git repo on Jenkins' side (most probably SSH deploy key).
Other than that, builds are actually triggered if the git repo changes: what branches are configured on Jenkins' side ?
Note, I haven't tested the Gitlab plugin for Jenkins yet.