Plex is a client/server solution.
You need a device/computer which runs the server.
Then you can access this server from several other devices, either locally, in the same network or from remote over the internet.
By default, you use a web browser to access your server device.
http://ip-of-server:32400/web This address i sused for initial setup and configuration.
After your server has been signed into your plex.tv account, you can load the web app from https://app.plex.tv on any device.
A web browser has a very limited range of video and audio formats it can decode. That’s why there is Plex Media Player. It is not offcicially supported on Linux, but there are user-provided builds for Plex. Plex Media Player packages for Linux
Another avenue is to use LibreElec (which is a Linux system combined with the Kodi media player.) There is a Plex add-on for Kodi, which enables it to stream media from a Plex server.
