Luego de buscar por todos lados la encontre a mi me funciono 100% espero les ayude!
Solution:
Enable Local Media Assets for Movies and TV Shows.
See attached screenshot.
For Movies I use The Movie Database as my agent, but I also enable Local Media Assets and set it as a higher priority than the agent.
Same goes for TV Shows.
You will still need to manually refresh your movie in order for Plex to recognize that a srt file exists.
And FYI, my media is labelled as follows:
FOLDER: "Movie X (2010)"
- "Movie X (2010).avi"
- "Movie X (2010).srt"
Hope this helps someone :)