Install it by following the instructions on the web site.
Make sure your directories and files have the right permissions:
find . -type f -exec chmod 644 {} ; find . -type d -exec chmod 755 {} ;
You should read this tutorial: https://forums.plex.tv/t/using-ext-ntfs-or-other-format-drives-internal-or-external-on-linux/198544
How to start it as a service:
sudo systemctl enable plexmediaserver.service
sudo systemctl start plexmediaserver.service
Reference: https://www.linode.com/docs/applications/media-servers/install-plex-media-server-on-ubuntu-18-04/