There is only one method, but it is unfortunately the most involved one.
Copy the primary database files from the Windows machine into the plex data folder on the NAS. Retain the already existing database files on the NAS. They are useful for looking up the required folder locations and syntax on a linux machine.
Then edit the primary database file directly and use search & replace to change all path listings from the Windows format (e.g. D:\Movies\...) to the Linux format of the NAS device (e.g. /volume1/share/Movies/...).
Keep in mind that Windows uses backspaces \ to denote subfolders, while Linux uses regular slashes /, so you need to replace these as well.
So I hope you didn’t change the finer folder structure within your libraries too much when you transitioned the files. Or the effort for replacing all the adresses will be considerable.