I have looked into the above link, and PLEX cannot play one's music to/on an Alexa device. (and that was the OP's original question) The only way is via bluetooth from a sending device (e.g. a smartphone to an Alexa device via BT.
I set up the Plex Alexa skill today, and what it is supposed to do is send the command from an Alexa device to play something via Plex to a device. So far, it ain't happening; even though Plex says it sees my server and I have a lot of devices it can play to (e.g. Fire TV, etc). I will continue to fool around with it to see if it works.
I have many ways to send music to my devices from my network, and Plex is my least preferred way for a variety of reasons. I use a WDTV or Kodi on Fire TV as a few preferred ways. I find PLEX to be over-blown and over-priced in quite a few ways. I never use anything other than the free home network features of Plex, and just for experimental purposes.
So far, ALexa devices cannot directly interact with my home server NAS.