External hard drive not showing in Browse for Media Folder

Plex Media Server Desktops & Laptops
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  1. Right-click on the Start button to open the WinX Menu
  2. Select Run
  3. Type services.msc in the Run box which opens
  4. Windows Services Manager will open.

But if you are running Plex server as a Windows service, you must already know this.
Or if you are using this solution PMS as a service you have a task tray icon from where you can control the service more conveniently.