In the Plex media manager click on the left hand side where it lists photos/tv shows/movies to select one of them, then click the cog icon in the bottom left hand corner and select edit section then click on add. From there you should be able to add any folder, sub folder and manually copy/paste any path into it.
If wanting to use the Plex server it only runs on off the shelf x86 NAS from QNAP, Synology and Netgear. Netgear are the cheapest as QNAP/Synology only use x86 Intel platforms in their higher end product line costing around £500+. The Netgear Readynas Ultra 2 is x86 based and can be gotten for £184 on Amazon.
There is an
experimental build of Plex server for Arm which is the platform used in the vast majority of off the shelf and cheaper NAS however it's not ready for general usage yet. If hoping for Arm/Plex on a NAS one like a
DS212j might be good enough if a Plex server is released (you may see it in Synology app center but this is for x86 NAS), it does come with a DLNA server built in so you can always use that.