The only caveat here is that work items which do not have a "" defined will not be associated with the build (in addition to not having that field updated).
If this is what is going on for you, you should see explanatory error messages in your build log.
If you want to access Code Plex TFS, your life is easier because Microsoft already hosted a Code Plex TFS ODATA Service under https://codeplexodata.cloudapp.net/.
Besides your TFS username/password you need to know the project collection that you are planning to connect to.
Click here to understand better how to connect to Code Plex TFS.