I'll add to the addition of people trying to explain - unsure how we're unclear, but, perhaps I'll say it a different way that helps you understand.
The DVR/Live TV require PlexPass.
Plex DVR/TV for Roku is not yet available. (Reference Wiki FAQ "Which apps let me watch "Live TV"?"
Most importantly and we want to make this clear to you before cancelling your cable subscription:
Plex DVR/Live TV is not a 'service' like Sling, Netflix, Hulu, PS Vue, or DirecTV NOW.
Plex Live TV only gives you what you can already get with an antenna.
The closest comparison I can think of regarding Plex DVR + LIve TV is more like a Tivo, not a streaming service.
Reference Wiki - Plex DVR and Live TV - I'd suggest starting with the FAQ
Does the HDHomeRun expand ability for channel reception? Worth the additional cost overall?
Without a HDHomeRun, or other Plex supported tuner, you can't use Plex DVR/Live TV.
Reference Wiki - Supported DVR Tuners and Antennas
So do you have to spend time browsing the internet and download videos to the server? (time consuming) Or are there sources of some kind?
For the original reason Plex was created, pretty much, yes, you have to own your own content to share.
In this respect, Plex makes your own media like a personal Netflix you can watch on any of your devices.
Most of us 'regulars' convert all our personal video discs to digital files so we can watch wherever/whenever we want, and usually without having to get up off the couch to insert a disc in the player.
Now, that's a lot to take in for now, I'm sure.
You mentioned 'plug-ins' aka what Plex calls 'Channels' in it's menus. Plex has it's own plugins that offer streaming content from websites. Some of these websites are fed from content distributors that also offer to cable tv, BUT,
Plex can only offer what those websites do, and I'll tell you now, most websites Plex supports don't offer all the content shows etc that are offered on Hulu/etc.
There is a great community of 'unsupported' Plex channel discussions that offer, uh, other content you may miss with cable TV, but, that's a whole other discussion for weeks/months from now as you grow familiar with Plex.