Windows 10 App - How to sync correctly - Sync folder just deleted all my content

Trying to sync content from a media hard drive plugged into my computer with Plex app so that my other devices can play the contents over local wifi.

This stupid thing has no easy instructions. I’ve been searching for over an hour and none of the instructions I’ve seen make sense. They seem like they’re for different platforms or something, so they’re not the same. I did figure out that the app created a sync folder onto my computer. I figured that meant I needed to move all my content to that folder to get it to sync and show up on my Plex app. Nope. Instead, when I moved my local folders (a couple hundred movies and a dozen TV shows) to the sync folder it said something about “cleaning folder”, and then just erased ALL of the contents within them. Now I have no media to play on Plex, and I still have no idea how to use this stupid thing. I can copy the contents off my dad’s computer again tomorrow, but this has been really frustrating.

Windows 10
Plex app for Windows (not web app)

I guess I haven’t setup a server. How do you do that?
I have the Plex app (Plex Pass) on my iPhone, iPad, and computer. On my phone I can sync content from my brother’s server online and they they’re available any time on my phone. I figured it would be something like that. I have movies on my computer now that I would like to have show up on my Plex app locally on any device. Then I could sync movies onto my phone at different times. I hope that makes sense. I’m not very savvy when it comes to server stuff, so you might have to dumb it down for me.