How to install Plex on Ubuntu 14.04
Download Plex from plex.tv
Open a terminal, elevate to super user or use "sudo" before the commands.
Navigate to the location where you downloaded plex.
dpkg -i plex..... (fill in your version of plex or type plex and hit tab)
In a browser go to 127.0.0.1:32400/web and there you can configure everything else.