Help with Plex on Microsoft Surface

I have the Plex App on my surface and I have Plex Pass. A friend shares his library with me and I’m trying to sync some content to my Surface before I go on an extended work trip. I click on an item and then hit the blue arrow to sync it. But, nothing ever happens. When I go to the top left and select “This Device” there is never anything there. What am I doing wrong? I leave in about a day and a half and am hoping to have something to do on the plane!

Thanks!