You are not supposed to delete this folder as such.
They may very well be necessary to run some functions of the NAS.
You need to determine the location of the media files on your NAS.
Where to look for them, I cannot tell you. Unfortunately I have no access to Plex servers running on either Synology, nor WD.
First thing to determine is which of your two NAS devices you are actually looking at.
Apparently you have named the Plex server which is running on your Synology as “4K Movies”.
So you know now that you may have to look up the documentation regarding Synology NAS devices. Or ask in the forum section which is dedicated to Synology NAS devices.
https://forums.plex.tv/tags/c/plex-media-server/nas-devices/27/server-synology
You may want to look at this: Synology FAQ - Questions, Answers, and a few How-To's
