Review the Installation & Setup of Plex Media Server on Synology and Synology FAQ - Questions, Answers, and a few How-To’s documents as well.
They provide good information on how to run Plex on a Synology NAS. They also have information on pitfalls and how to avoid them.
Regarding file locations, it is recommended to not use the same locations as those used by the Synology apps. Synology reserves those for their apps. It will give Plex difficulties if you also use them for Plex (mentioned in the Install & Setup document).
