In the upper right is the Settings icon (looks like a wrench and a screwdriver). That is where you want to do most of your admin management most of the time
Then on the left, scroll down to Manage and click on Libraries, from there you an create new libraries to add your content.
See:
You’ll want to make sure your items are properly named:
All you have installed is the player. Plex is a server+player system. Your friend is running a Plex Media Server at his house. You are accessing it via one of our many players. (that particular player can also be used to manage a server by the admin of the server but you are not the admin of your friends server)
You need to install and set up the Plex Media Server. If your NAS is compatible you can install it on that. or you can install it on your computer and tell it where your files are on your NAS on your network.
Once you have that set up you can just add more files to your NAS as you get them and the server will scan it for new files.