Plex Documentation → Casting, Flinging, & Remote Control → Supported Plex Companion Apps
Plex Desktop can be a controller, but not a receiver, of casts (i.e. you can cast from it, but not to it). The receiver capability did exist at one time, but was removed in June 2022.
Plex suggests using Plex HTPC instead (Plex HTPC is the replacement for Plex Media Player).
Plex Media Player, while no longer supported, can still be downloaded from the PMP announcement thread.
