tl;dr https://app.plex.tv/web/app
The final screen of the setup looks like this: http://i.imgur.com/82qvAl0.png
Its not really great instruction and easy to miss if you are excitedly pushing forward to get this thing running. I have seen quite a few people confused about how to manage the server/add libraries within the Android TV app. You need to go to the web UI to manage the server. Most of the settings are well documented on plex's website and /r/plex can help you with any questions you might have.
I believe there are a few setup videos that have been posted on youtube as well. Be sure to check them out if you are new/confused.
I forced the update to Plex Media Server and was able to enable the setting to access folders on PC, but when I try to access it on my desktop, I'm greeted with errors https://i.gyazo.com/3ede4f01a69b55b545eebf938f64f72b.png