One PC, for everything

Oh wait. I thought you wanted to add a Plex DVR. My above answer relates to that.

You can combine a 3rd party DVR with Plex. If the software stores the recordings unencrypted, you can at least point a Plex ‘Other Videos’ library to their folder.

If you also want meta data for the recordings, you’d have to find a way to
a) name the files automatically according to Plex’s requirements https://support.plex.tv/articles/categories/media-preparation/ or
b) provide the metadata yourself in Kodi-compatible .nfo files. You’ll need to install the .nfo importer agent to use these. Metadata agents for exported XBMC library

If you want to run the DVR on the same machine as Plex server, you may want to provide plenty of CPU power so that Plex won’t starve the DVR software of CPU resources.