WordPress.org means self-hosted WordPress that you install yourself (or via a host). WordPress.com is Automattic’s hosted platform, with stricter limits on which plugins can run.
The free Security Ninja plugin from wordpress.org can run on WordPress.com plans that allow custom plugins. Security Ninja Pro is not supported on WordPress.com.
Pro needs deeper filesystem and server access than WordPress.com allows for many security features. Use Pro on self-hosted WordPress instead.