Sound on jack on Raspberry 3 ?

When I tried this with an older version, I had to type in this in a terminal window
amixer cset numid=3 1

There might be a better way to do it, actually.
I remember a thread for Rasplex around here somewhere, but I can’t find it anymore.

However, if you are considering an audio-only client, I recommend you to set up a headless Rasplex on your Pi.
It can already do what no other Plex client currently can: gapless playback and loudness levelling. It needs a bit of tinkering though.