(Detailed Shield installation instructions are available on Plex’s website.) Download the regular Plex app, which should detect your Shield and offer to install the media server.To change where Plex looks for music files on your computer, head to . Locate the “Music” section in the sidebar, hit the vertical “…” button, then select Manage Library > Edit > Add folders.This will allow Plex to scan for music files and stream them to your other devices. When prompted, specify the folder where your music files are located.If you’d really rather not, you can click “What’s this?” then select “Skip and accept limited functionality. Create an account if you don’t have one.Download Plex Media Server for your desktop computer (Windows, Mac, or Linux) or NAS, then follow the installation process and hit “Launch.”.