Plex library not loading on web or app until I log onto Windows with remote desktop

Normally, Plex server won’t start at all on Windows until someone is logging in. Did you do something to solve this problem?

My recommendation would be to run the Plex server as a Windows service.

But network file shares won’t be connected to drive letters if you use this, so you will need to use UNC paths: How to add files on a NAS to a Plex library on Windows
(if your media drive is attached per USB, this doesn’t apply to you)

This won’t work. Plex is a server. Which means it is 24/7 ready to serve.
It will also perform maintenance jobs during a selected time period during which it also needs access to the media drive.