How do you open Plex?
The most common / straightforward approach to claim your server is to connect to the server locally (load the bundled version of Plex Web from the same network/subnet, e.g. http://127.0.0.1:32400/web when you’re on the same machine).
From there, you should get to the setup procedure.
There’s an alternative approach to claim your server with a claim token (described in the Linux Tips & Tricks Guide).