The issue with Linux is that the best way to run jellyfin is to use docker (setup and running docker is its own thing that takes more time than I care to work on over lemmy). That way it’s Linux distro agnostic. With windows and Mac there is no issues as they have native apps from the server side that gets timely updates.

If you want to use windows, Mac or Linux, plex downloads for the server to house and stream media from can be found here: linux
choose your distro and install as per your distros standard instructions: windows
you can also install the server software via Microsoft’s windows store if you are so inclined.
mac/apple I have no clue if plex lists their server app via the App Store so your on your own there.

Plex will walk you through setup and ask where to find the files you want to add. Jellyfin as well.

Jellyfin files for the server and client(player/viewer) can be found here jellyfin

some options have instructions. Some options require you to be able to understand how to install software specific to a Linux distro and the windows/Mac options should be easy to install and understand.

The Linux distro you want to use will depend on you, but each service has their own preferences.

The end goal of installing all of this is to stream from your server client to the player client software. The server client software will have options on how you want the server seen on your internal network (intranet) and if you want to be able to access the server outside your network, say on your phone on the go (internet). The server clients will also ask you about where they need to look to find the media files you wish to stream locally or outside your network. plex and jellyfin have all of this and more to mess around with, but if you are just doing this at home no need to explore too much if you don’t need to.