Download the .deb package from https://plex.tv/downloads. if you are putting it on a USB for installing on the Ubuntu Server, you may want to install usbmount to automount inserted USB sticks.
sudo dpkg -i plexmediaserver_0.9.8.18.290-11b7fdd_amd64.deb
To setup the server, open a browser window, and go to http://127.0.0.1:32400/web, replacing 127.0.0.1 for the IP of the server if you are configuring this remotely.
You will need cifs-utils:
sudo apt-get install cifs-utils
I used the following link to work out my samba situation: