There is still value in creating your own local media library, though. How to set up a Plex serverNew media files can be added via a simple web-based interface. With some content you work with, you’ll need to download the Plex Media Server software for either Windows or macOS. You then click Browse For Media Folder to tell Plex which folders all your media files are stored in, and the software gets to work. Screenshot: PlexNote that you’ll need to leave your media server computer turned on and the Plex media server app running; otherwise you won’t be able to get into your library.