This post has a screenshot of how a typical main Plex data folder is looking like [HowTo] An extended guide on how to move the Plex data folder on Windows
(Further down, as “Addendum 2”)
Use Google Chrome. For running the Plex web app, that is, which you will be needing at least for initial set up and claiming your server. Once that is done, you can switch to use the dedicated Plex for Desktop app, instead of the web app.
Whatever you want to use to surf the Internet is a wholly different thing.