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.
Thank you for posting this. I would have certainly opened Plex on the Shield TV and looked for config options.
Whoa, you need a Plex account to configure your Plex server? Does Plex Server need a constant internet connection just to stream across my LAN?