It's not such a stupid question ; you cannot install PLEX server on the router but there is however an embeded DLNA Media Server you can enable (found under the Settings >> USB Sharing ) which can bring you most of the functions PLEX provides you with ( except for the prety interface that is).
After enabling the DLNA Server any DLNA clients in your network (most recent Smart TVs , Android/IOS devices ) can access the media files (music. photo , movies ) stored on your server .
Smart TVs should work "as is" (normally the DLNA server should appear as a input source for ex.) ; for smartphones/tablets you would need to install client software ( Bubble UPnP for ex. for Android devices ) and also a media player able to play your specific files ( .mkv for movies for ex. )
As previously stated you will not get the prety interface/media library from PLEX ( with album art. and such ) but instead will see a list of media files you can play .
