In general, unless there's a special circumstance it's best to connect "peripherals" to your receiver (which handles the audio) and then just run the video to the TV. (This is across the board, not just for Plex.) If you have anything going on directly with your TV then ARC comes into play (like for an antenna).
There's lots of Plex configuration options, but I think the easiest is to run a Plex server on your PC/laptop and use a Roku for the client. The Roku would connect to your receiver. This configuration is very easy to set up. If your media server is a PC or a reasonably powered NAS, then that can be the Plex server.
There's lots of Plex configuration options, but I think the easiest is to run a Plex server on your PC/laptop and use a Roku for the client. The Roku would connect to your receiver. This configuration is very easy to set up. If your media server is a PC or a reasonably powered NAS, then that can be the Plex server.