After installing and running your Plex Media Server, you should see a Plex icon in the system tray. From there, you can find an option to „Open Plex“ — this will open the Plex web app in your browser. There, you can finish the setup, giving a name to your server, create your first libraries and link the server to your Plex account.
https://support.plex.tv/articles/categories/plex-media-server/installation-and-basic-setup/