If i can see movies localy with laptop closed (download on it)

Is… the server software installed on this laptop, or another computer? When this laptop is closed, is it still running, or does it sleep/hibernate?

If it is, then to view any of your content using Plex, you will need to either download the file locally (Only with Plex-for-Windows player, or iOS/Android mobile players) or use another program.

If you lose internet (but you leave your laptop open), you can still watch your content if you prepare ahead of time. There is a forum post kicking around that explains what you need to do to prepare the server to allow for offline connections: