Plex is not using a categorization by folder.
Rather it uses the folder structure to get clues about what the media are and then goes out and fetches metadata from external sources. Afterwards you can then use the genre to filter your library and do a lot of other things with it, which weren’t possible with a folder hierarchy.
I recommend you to start here: https://support.plex.tv/articles/201543057-why-is-some-of-my-content-not-found/
See also item 6 of the Synology FAQ: Synology FAQ - Questions, Answers, and a few How-To's
And also https://support.plex.tv/articles/201373823-nas-devices-and-limitations/
Considering that your Synology model is at the lower end of the model spectrum, you cannot really expect it to be able to play anything that requires transcoding. You should keep that in mind when preparing content.
