This has always been the case. Claiming a server means to connect it to a plex.tv user account.
The procedure to do this has changed.
This is the current procedure: New Claiming Requirement for Windows
It already contains provisions for headless servers by means of the html file as described.
If you use a Windows “Server” edition, you might need to use this procedure: Plex install fix for Windows Server (Claim issue)
Claiming a server has nothing to do with logging in locally to Windows.
If your server is running headless, you are best off running it as a Windows service. This tool has been tested and found working by many users, including Plex employees: PMS as a service
But if you are so inclined, you can also “roll your own”. I use NSSM myself, but it requires more steps to be performed manually, also when installing server updates.
