Plex Media Player, PMP, is targeted towards HTPC users. It has the capability to passthrough TrueHD, dts-HD, etc audio codecs to home theater systems (receivers, soundbars, etc).
Plex for Windows and Plex for Mac are targeted towards desktop/laptop users. It does not have the audio passthrough capabilities of PMP.
From a video point of view, both products are built with mpv, so their video playback capabilities are the same. They can both direct play H.264 or H.265 video, including 4K HDR. However, neither will pass HDR video to an attached TV/monitor.
Either is preferable to Plex Web, as both will direct play more video and audio codecs than Plex Web.
There are two parts to a transcode: decoding the video from its original format and encoding it to the desired format.
As mentioned by @pl_5309, the N3710 does not have the capability to decode HEVC video in hardware on Linux based systems. It does have the ability to encode H.264 video in hardware.
Therefore, when transcoding HEVC video, it will be decoded in software and encoded to H.264 in hardware.
That is why you do not see (hw) on the decode portion of the transcode in the Plex Dashboard.
References:
N3710 at ark.intel.com
N3710 Datasheet Table 8-4:
Example of hardware accelerated HEVC decode / H.264 encode:
Note the (hw) after both (HEVC Main) and Transcode

Plex for Windows
Direct playing 4K HDR video on a Win10 PC with a 1080p SDR display.
