Well you can install any linux distro with a desktop environment (or add a DE to your existing install) and install a VNC tool to use remote desktop.
Depending on what you want to administrate, you would need to use the terminal anyway, even when using the remote desktop. Since Plex brings its own web interface neither remote desktop nor SSH is necessary to adminster it.
So long story short: I would advise to use SSH and learn how to use it and learn a bit about linux. It’s fun
Which release of debian is installed on your Pine? You write that it is the MATE release, which already has a working desktop environment (MATE) on-board. So you just need install whatever VNC solution you prefer and use this, this probably also depends on what client you are using but I am not an expert in VNC solutions.