Not 100% sure at what step you’re getting stuck.
Plex Media Server doesn’t have an own native user interface – in order to manage your server, you’ll usually connect via your browser. If you’re on the same machine, open http://127.0.0.1:32400/web in order to finish the server installation. Once the server installation and configuration is done you can also access the server from Plex’ player apps or the hosted web app.
There should be no need to run the server with elevated privileges (Run as Admin).
Edit: I’ve just noticed you had already posted half a year ago… any chance with the questions asked back then?
Edit 2: throwing in some basic support articles in case you’re actually stuck on the server installation / setup.
https://support.plex.tv/articles/200288586-installation/
https://support.plex.tv/articles/200288896-basic-setup-wizard/
