The web version is not going anywhere (the web version is accessed through https://app.plex.tv.desktop or your local PMS url).
Plex wanted to discontinue the Plex Media Player software that is primarily for HTPC setups. However, they have since back-pedaled that decision and will continue to maintain it for the foreseeable future.
You can download it from here: Plex Media Player - #90 by markus101.
