It seems that the volume control for video/audio files is not longer available for the native apple remote. In previous versions the up/down button was usable to control the volume while playing music or film - now these buttons are dedicated to step forward/backward while playing. That is both unnecessary (the left/right buttons supports jumping too) and most of all very unpractical not to be able to change the volume with the remote (OSX 10.11, Mac Mini).
Hope you will fix this issue with the next update!
To make a long story short; it is planned for the future. The problem is not that you can’t do it. You very much can. Just go into the inputmap for the AppleTV remote and add it. But as you will notice is that you will change the volume when you are not playing video as well. And that is the main issue at the moment. All button presses are global and not contextual. So what the devs have on their radar to do is to make sure that a certain keypress on a certain remote is only reacting a certain way depending on where in PMP the user is.
For now, you can do it with the 3rd party (paid) app Remote Buddy.
With this little app, you can remap any Apple Remote button press to any Plex supported action.
I used it to map “Up (held)” and “Down (held)” to the “+” and “-” keyboard shortcuts respectively. These shortcuts are used by Plex Media Player to set volume up and down when a video is being played.
Here’s how you do it:
Use a custom created action to map the “+” key press as illustrated in my screenshot:
Apply the same technique to create a custom “Volume down” action mapped to the “-” keyboard shortcut.
And voilĂ
Now, when I long press the Up button on my Apple Remote for a few (milli)seconds, I can turn up the volume.
As another user frustrated by this lacking feature (but it apparently is in the works and PMP is still in its early development phase ^^ — and by the way, congrats to the Plex devs teams for letting us use such a beautiful app early!), I came up with this solution by reading this article and this other one.