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Not a dumb question at all! It can take some time to really wrap your head around this stuff
If you want Plex to be able to serve media all the time (even when your main PC is off or you’re switching between your Linux and Windows installs) then you’d have to run it on the NAS. You may be able to keep the *arr stack on your Linux drive if you don’t care about uptime, since these programs really only need to run when you need media files managed. That being said, you might find it more simple to manage if you migrate all your workloads to the NAS
I currently have Plex running as an “app” on my TrueNAS SCALE NAS, which is just what they call containers/deployments. It runs very well, and I was even able to pass though a GPU for transcoding
I do the wrong thing and chmod 777 all my media folders. If someone is that far into my network I’m probably screwed anyways