How i can install plex or any media server on my cloud?
A basic My Cloud does not have the horsepower to run the Plex server, although a computer does. So install Plex on a PC and tell Plex where the data is; i.e. on the My Cloud.
Use the forum search feature (magnifying glass icon upper right) if you haven’t already. Several past discussions on attempting to install Plex (with varying degree’s of success) to a first gen single bay My Cloud or a second gen single bay My Cloud.
Officially installing Plex is not supported on the single bay My Cloud. The device does not have the horsepower to perform transcoding of media files.
Here are some past threads to get you started. Search for others.