What you need to do first is make the files available through a web server. How you do that depends on what OS you are using. The local files can either be along side the media files as done by Kodi in a .actors directory or all actor images in a single directory.
It is however easier to not store the images locally but have the url to the original source. The only advantage of going the local route is if you want to add images that are not available via an existing url or you want to edit/replace those that are.
You should also consider that PLEX only stores one image url for an actor and this one is used wherever the actor is displayed by PLEX. So if an actor is in multiple shows then the same image will be shown in all cases.
The two setting you need to look at for actor images are:
actor thumb location
This can be set to link, local or global. Link is where the nfo file has the url to an actors image, local is where the image is stored in the directory of the film or show, and global is where there is a single directory for all actor images.
and path to tv show library or global actor folder
This only needs to be set if actor thumb location is not set to link. It should be set to the common part of the url for actor images. For example http://xxx.xxx.xxx.xxx/tvshow/ or http://xxx.xxx.xxx.xxx/media/films/ or in the case of a single global actors directory http://xxx.xxx.xxx.xxx/actors/. In all these cases your actor images have to be available from a web server that you have set up. The actual setting will depend on the server address/name and directory names you have used yourself.
You could if you use the global option and have the images in a single directory copy the images to a cloud service or a web hosting service which would remove the need for you to setup your own web server. In theory you could do the same with the local option but copying the directory structure and any future updating would be a pain.
