Installed PLEX on my Synology NAS DS418 and it doesn't ask for a directory to find media

[ed]

Yes, you will need to go to the settings in Plex app (https://app.plex.tv/) and choose the file location https://support.plex.tv/articles/2002892...libraries/
You may also need to change folder permission like this https://nascompares.com/answer/plex-libr...logy-dsm7/

I hope this helps.