There is no option for a Plex player for the Surface Pro X, which isn’t explicitly a problem with just this device as ARM support is generally becoming a wider use-case. There are no viable options to download content currently with ARM devices.
Having said this the Surface Pro X has the option to emulate 32-bit programs so the option for a 32-bit Plex windows player would be an easy sell, but the best option would be a native ARM port.
I’ve not heard of either of these solutions, but if there’s a way to get a 32-bit player or information about a potential ARM port I would greatly appreciate it. Thank you!