https://support.plex.tv/articles/ is usually a good starting point.
There’s e.g. guides on how to setup Plex or how to prepare your media (naming, preferred folder structures).
https://support.plex.tv/articles/categories/your-media/naming-and-organizing-music-media/
If the mentioned server version is a Syno, there’s also a bunch of more detailed FAQs
As for media playback, Plexamp is the way to go (though it requires a Plex Pass membership and you can alternatively stream your media via browser or the regular Plex apps).
