PlexAmp is not supposed to clone the existing Plex clients. It’s a dedicated music player.
You can navigate to your music through the hubs on the “home screen” (recent plays, recently added, recent playlists, various Plex ratio stations, most played, history…) or via search.
In another post a user pointed out that you can click on the hub headers on the home screen and subsequently change e.g. to display albums by album artist which will give you a neat list of all your albums to browse.
Personally I’ve fallen in love with the Mix Builder which lets me pick a number of my favorite artists and will play a nice mix of their songs.