DVR support is a new premium feature available as part of a Plex Pass subscription. It is currently being provided as a Beta release for users to try out. Doing so requires using a special release of Plex Media Server, which you can access below. ( scroll down to get link to latest DVR Beta # )
Note: Public releases and Plex Pass preview releases you get from the Downloads page do not currently support DVR. You need to use the special release available here.
If you're already running a public or Plex Pass server release, then depending on your OS/system, you'll need to either install over that one with the special DVR release or uninstall the existing one (e.g. via Control Panel on Windows) and then install the beta version. NVIDIA SHIELD users need to visit this page while signed in with the appropriate Google Play account to enable the beta for their device.
We will continue to refine the feature and occasionally make new special releases as the Beta progresses.
Be sure to review the Documentation and Guides!
Beta One: DVR Hard
Beta Two: DVR Harder
Beta Three: DVR Hard With A Vengeance
Beta Four: A Good Day to DVR Hard
Beta Four (redux): A Good Day to DVR Hard
CURRENT RELEASE Beta Five: DVR Hard (Laserdisc Boxset Collection Edition)