Download the plex player under "Apps and Device" on plex.tv be sure not to download under the Plex Media Server section. When you load plex player for windows you will be greeted by a sign in screen. If your Plex media Server is working correctly on Unraid it should automatically link you up. If it doesn't you can check the server by clicking on the docker tab. Then click on the plex server logo and a menu will popup. Click on WebUI and login to your Plex account. Assuming your server is setup correct you should see all your media listed here from the server backend side.