You installed Plex Media Server so it’s normal you don’t get control !! You have to access it at ip-of-your-system:32400 and you should get access at Plex Media Server web interface ! If you want control/feedback of what’s happening on a web server you have to install the buggy Plex component in HA
If you use the media-control card with lovelace, that card will show you when plex is active on that device, what is playing and you can pause/resume the device… but that’s it.