Audrey, you've only had the cutting for three weeks, and being in PA, I don't know how much heat you have had the cutting in. Three weeks is not long to root a plumeria, particularly early in the season. Though I know lots of people root their cuttings in soil, I only use 100% super-coarse perlite. I don't know what the "best" way is to root them, that's just the way I do mine.
Do you see any evidence of rot at the base of the Celadine? If the base looks normal, firm and greenish, I would not worry. Just be patient. I don't think there is any particular magic number to use for how long it takes to root a cutting. Varieties are all different though the Celadine does root readily. If it makes you feel any better, I have a couple of dozen cuttings that have done nothing, other than a few with inflo. I am still waiting for leaves. I am probably warmer here than you are in PA but I think the off and on cool snaps we have had has slowed down my rooting. When our lows stay above 65F and preferably 70F, things will begin to really speed up with my plumeria - rooting, branching, inflo., and leafing.