Generally speaking, the NAS will manage those drives for you. During setup of the NAS you can select from a number of configurations of how those drives will be used.
Subsequently, Synology will create its standard “shares” on those drives. If you configure your drives to show up individually you can pick on which drive a new share will be created.
If you run your Plex Media Server right on the Synology you can select what volume/drive the app will be installed on. When the app is stopped you can also move the hidden Plex share to a volume (e.g. if you want to store both on the SSD).
If you run your Plex Media Server on your Windows machine, I strongly recommend not to move Plex’ data folder to the NAS.
