As for setting it up locally, if you can install any program on your computer, you can install a Plex server. It’s just a downloaded executable and you run it. That, of course, doesn’t get you very far… you need to load it up with content in order for it to be useful to you. That’s not terribly hard, but there are naming and locating rules you will want to learn (from the Plex manual pages.) Plex calls them libraries, and by default you have one for Movies and one for TV and one for Music and one for Pictures. You can have as many as you want, spread across different locations. For movies, you generally want to make a sub-folder with the movie name and year. Something like “Foo, The Movie (2019)” works well for me. In that folder you put the movie file (.MP4 for example) and any trailers, screen shots, etc. Each of the extra items has to be named specifically so that Plex can know what it is.