Also, see the Installing Plex Media Server section of Installation & Setup of Plex Media Server on Synology .
Scroll down to Downloading from Plex and performing “Manual Install” method. You can skip the step about downloading the file from plex.tv, since you’ve already done so.
The Synology FAQ has additional information you may find helpful: Synology FAQ - Questions, Answers, and a few How-To’s
