As @tom80H mentioned there are ways to run Plex as a service so Plex is started when the computer reboots. One such option is discussed in the forum post PMS as a service. At one point I had heard that running Plex as a Service required the service to be stopped in order to apply new PMS updates. I am not sure if that is still the case as I do not use the Plex Service mentioned. Instead, I have configured my Windows Plex machines to auto-logon and have them set to lock after one minute of inactivity. This allows me to update without worrying about the service.
