To provide some context:
The quote you found is outdated. This feature has been removed from the frontend due to security concerns.
From the related PMS release announcement (version 1.19.3.2831):
Plex Media Server 1.19.3.2831 is now available in the Beta update channel
FIXES:
- (Security) Remove the Windows AppData path preference from the web app (#11355)
The post shared by nydave69 is the way to go.