By default, Plex uses online authentication to provide a secure connection between you and your server anywhere in the world. Even if the server is within your network, it still uses online authentication. If you use manged user accounts, those are actually only available through online authentication.
The good news, is that you can use your server without authentication. See this Plex article for how to set up your server to allow unauthenticated connections in the future. I hear it requires you to have internet access to enable this, but I think if you can get on the machine itself you should be able to set this up without internet (unverified claim!).
There’s someone that has made a fairly in-depth guide on how to set this up as well, might be worth looking at